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 Tuesday, July 16, 2019


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.90
Index Put/Call Ratio 1.04
Exchange Traded Products Put/Call Ratio 1.09
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.61
Sum of All Products
  Call Put Total  
Volume 2,472,095 2,220,105 4,692,200  
Open Interest 146,703,776 148,607,512 295,311,288  
Index Options
  Call Put Total  
Volume 1,218,041 1,266,058 2,484,099  
Exchange Traded Products
  Call Put Total  
Volume 377,977 412,409 790,386  
Equity Options
  Call Put Total  
Volume 876,077 541,638 1,417,715  

Equity LEAPS
  Call Put Total  
Volume 19,915 15,751 35,666  
Open Interest 9,430,906 9,187,082 18,617,988  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 473,731 468,931 942,662  
Open Interest 8,188,949 8,278,944 16,467,893  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,464.60 1,464.89 1,463.67 1,464.76
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
10.98 12.10 10.34 11.71
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
16.19 16.44 16.15 16.39
VXTH - CBOE VIX Tail Hedge Index
      Close
      249.15
LOVOL - CBOE Low Volatility Index
Open High Low Close
235.85 236.00 235.31 235.53
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
961.57 962.39 958.81 959.36
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,215.44 2,217.33 2,210.73 2,212.26
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
663.24 663.50 663.06 663.38
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
355.58 355.68 355.35 355.55
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
274.39 274.94 274.13 274.18
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,907.41 1,907.54 1,906.99 1,907.33
VIX - CBOE Volatility Index
Open High Low Close
12.61 13.14 12.28 12.86
VVIX - CBOE VVIX Index
Open High Low Close
85.77 89.11 84.66 88.25
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
10.89 16.39 10.12 10.84
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
15.61 15.76 15.08 15.61
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.55 17.16 12.25 13.13
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.94 16.11 15.00 15.54
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.26 12.74 11.84 12.46
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.47 16.85 15.86 16.66
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      66.68
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.33 4.50 4.25 4.32
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.40 33.65 29.40 32.06
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.72 14.82 13.69 14.32
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.36 5.73 5.12 5.28
VPD - CBOE VIX Premium Strategy Index
      Close
      425.40
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      382.09
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
43.65 43.65 32.46 33.49
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
39.30 40.08 37.34 38.52
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
38.49 38.49 38.49 38.49