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 Thursday, April 19, 2018


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.97
Index Put/Call Ratio 1.17
Exchange Traded Products Put/Call Ratio 1.35
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.55
Sum of All Products
  Call Put Total  
Volume 2,479,986 2,412,028 4,892,014  
Open Interest 156,807,782 154,177,130 310,984,912  
Index Options
  Call Put Total  
Volume 806,091 946,757 1,752,848  
Exchange Traded Products
  Call Put Total  
Volume 544,353 736,994 1,281,347  
Equity Options
  Call Put Total  
Volume 1,129,542 728,277 1,857,819  

Equity LEAPS
  Call Put Total  
Volume 17,154 20,041 37,195  
Open Interest 5,093,573 5,104,021 10,197,594  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 539,720 539,711 1,079,431  
Open Interest 7,422,831 7,955,497 15,378,328  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,388.16 1,388.93 1,378.28 1,383.99
VXST - CBOE Short-term Volatility Index
Open High Low Close
15.30 17.28 14.81 15.50
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.20 18.61 17.71 18.21
VXTH - CBOE VIX Tail Hedge Index
      Close
      234.14
LOVOL - CBOE Low Volatility Index
Open High Low Close
217.81 217.83 216.42 217.09
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
793.87 793.88 790.08 792.05
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,993.31 1,994.36 1,979.07 1,987.27
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
612.48 614.19 608.26 610.57
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
322.99 323.61 320.98 322.36
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
272.17 272.53 270.34 271.23
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,847.77 1,848.87 1,835.08 1,841.44
VIX - CBOE Volatility Index
Open High Low Close
15.55 16.92 15.16 15.96
VVIX - CBOE VVIX Index
Open High Low Close
93.16 97.78 93.03 95.38
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
9.87 11.19 9.80 10.01
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.14 18.75 18.01 18.53
VXD - CBOE DJIA Volatility Index
Open High Low Close
17.86 20.42 9.76 17.77
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.51 18.14 14.78 17.35
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.28 16.17 14.85 15.26
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
20.31 21.08 19.40 20.16
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      71.82
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.67 3.85 3.65 3.72
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
30.39 30.42 29.15 29.36
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.69 13.76 12.78 12.88
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
6.44 6.81 6.33 6.75
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
40.65 42.33 39.52 41.64
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
38.06 39.44 35.41 38.31

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