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, November 21, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.85
Index Put/Call Ratio 0.96
Exchange Traded Products Put/Call Ratio 1.08
Equity Put/Call Ratio 0.58
CBOE Volatility Index (VIX) Put/Call Ratio 0.33
Sum of All Products
  Call Put Total  
Volume 2,680,121 2,271,984 4,952,105  
Open Interest 152,254,053 155,915,668 308,169,721  
Index Options
  Call Put Total  
Volume 1,269,978 1,217,081 2,487,059  
Exchange Traded Products
  Call Put Total  
Volume 482,377 520,479 1,002,856  
Equity Options
  Call Put Total  
Volume 927,766 534,424 1,462,190  

Equity LEAPS
  Call Put Total  
Volume 43,250 22,711 65,961  
Open Interest 15,470,904 14,205,595 29,676,499  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 894,907 908,556 1,803,463  
Open Interest 10,407,002 11,417,138 21,824,140  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,357.72 1,360.30 1,357.72 1,360.10
VXST - CBOE Short-term Volatility Index
Open High Low Close
8.37 8.37 7.61 7.97
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.30 15.30 14.87 14.91
VXTH - CBOE VIX Tail Hedge Index
      Close
      228.88
LOVOL - CBOE Low Volatility Index
Open High Low Close
212.06 212.70 212.05 212.59
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
763.54 766.46 763.51 765.82
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,946.76 1,953.79 1,946.76 1,952.45
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
584.49 586.54 584.47 586.54
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
317.44 318.94 317.44 318.05
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
252.92 253.44 252.76 253.44
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,832.74 1,835.75 1,832.74 1,835.46
VIX - CBOE Volatility Index
Open High Low Close
10.74 10.78 9.67 9.73
VVIX - CBOE VVIX Index
Open High Low Close
91.54 91.54 88.21 89.27
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.31 11.60 9.57 9.92
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.38 17.55 15.96 16.72
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.48 11.48 10.27 10.67
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.09 15.38 14.41 14.79
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
8.26 8.43 8.00 8.13
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.75 13.75 12.78 12.78
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      68.93
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.86 3.86 3.73 3.79
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
26.98 27.50 26.15 26.64
GVZ - CBOE Gold Volatility Index
Open High Low Close
10.93 11.12 10.83 10.84
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.17 7.40 6.94 7.16
VPD - CBOE VIX Premium Strategy Index
      Close
      381.40
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      354.72
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
16.28 16.28 16.28 16.28
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
38.86 39.92 36.78 38.14
CYX - CBOE China Index
Open High Low Close
1,095.14 1,104.82 1,093.42 1,093.69