Cboe Daily Market Statistics

The Cboe Market Statistics Summary Data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. The information and data was obtained from sources believed to be reliable, but accuracy is not guaranteed. Your use of Cboe Market Statistics Summary Data is subject to the Terms and Conditions of Cboe Websites

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Cboe Market Summary for Monday, December 18, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.69
Index Put/Call Ratio 0.82
Exchange Traded Products Put/Call Ratio 0.72
Equity Put/Call Ratio 0.50
CBOE Volatility Index (VIX) Put/Call Ratio 0.28
Sum of All Products
  Call Put Total  
Volume 3,401,393 2,344,881 5,746,274  
Open Interest 149,139,711 147,061,802 296,201,513  
Index Options
  Call Put Total  
Volume 1,295,307 1,062,878 2,358,185  
Exchange Traded Products
  Call Put Total  
Volume 1,059,824 760,235 1,820,059  
Equity Options
  Call Put Total  
Volume 1,046,262 521,768 1,568,030  

Equity LEAPS
  Call Put Total  
Volume 65,786 34,055 99,841  
Open Interest 17,221,914 16,101,334 33,323,248  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 840,039 719,948 1,559,987  
Open Interest 9,404,274 9,318,371 18,722,645  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,374.67 1,375.19 1,373.82 1,373.82
VXST - CBOE Short-term Volatility Index
Open High Low Close
8.81 9.00 7.52 8.05
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
14.27 14.43 14.23 14.28
VXTH - CBOE VIX Tail Hedge Index
      Close
      237.26
LOVOL - CBOE Low Volatility Index
Open High Low Close
218.12 218.42 218.11 218.12
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
792.33 793.83 792.33 792.38
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,998.27 2,000.75 1,997.48 1,997.65
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
595.26 596.19 594.93 595.41
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
320.81 321.11 318.27 320.56
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
259.44 260.02 259.34 259.81
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,849.54 1,850.45 1,849.23 1,849.79
VIX - CBOE Volatility Index
Open High Low Close
9.46 9.89 9.24 9.53
VVIX - CBOE VVIX Index
Open High Low Close
92.95 93.14 90.24 90.64
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
7.57 10.82 7.17 8.04
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
13.68 14.39 13.16 14.13
VXD - CBOE DJIA Volatility Index
Open High Low Close
10.56 11.91 10.56 11.60
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
14.03 14.46 12.52 14.15
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
8.14 8.96 7.88 7.96
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
11.86 12.65 11.86 12.53
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      64.94
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.34 3.40 3.20 3.32
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
21.25 22.47 18.23 18.43
GVZ - CBOE Gold Volatility Index
Open High Low Close
9.43 9.94 9.43 9.93
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.02 5.87 5.02 5.47
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
44.79 46.85 44.79 45.44
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
36.62 37.67 35.91 36.33

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