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 Friday, November 16, 2018


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.94
Index Put/Call Ratio 1.20
Exchange Traded Products Put/Call Ratio 0.88
Equity Put/Call Ratio 0.74
CBOE Volatility Index (VIX) Put/Call Ratio 0.75
Sum of All Products
  Call Put Total  
Volume 2,858,882 2,693,865 5,552,747  
Open Interest 186,971,770 174,834,784 361,806,554  
Index Options
  Call Put Total  
Volume 1,025,823 1,231,035 2,256,858  
Exchange Traded Products
  Call Put Total  
Volume 795,464 699,674 1,495,138  
Equity Options
  Call Put Total  
Volume 1,037,595 763,156 1,800,751  

Equity LEAPS
  Call Put Total  
Volume 30,029 23,014 53,043  
Open Interest 15,680,595 13,666,637 29,347,232  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 727,928 861,846 1,589,774  
Open Interest 10,602,189 10,335,971 20,938,160  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,407.01 1,408.58 1,406.19 1,406.65
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
20.93 21.20 16.29 16.35
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
20.95 21.03 19.80 19.82
VXTH - CBOE VIX Tail Hedge Index
      Close
      233.93
LOVOL - CBOE Low Volatility Index
Open High Low Close
218.40 218.40 218.40 218.40
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
811.12 811.12 811.12 811.12
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,051.44 2,055.47 2,050.87 2,051.73
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
618.32 619.63 618.07 618.19
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
339.58 339.97 339.34 339.57
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
265.54 265.54 265.54 265.54
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,867.39 1,873.05 1,865.32 1,870.62
VIX - CBOE Volatility Index
Open High Low Close
20.04 21.36 18.10 18.14
VVIX - CBOE VVIX Index
Open High Low Close
109.28 109.93 101.61 101.93
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
20.71 20.88 18.66 19.35
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
28.05 29.58 27.52 27.71
VXD - CBOE DJIA Volatility Index
Open High Low Close
19.47 30.85 8.51 17.95
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
24.37 24.53 21.79 21.82
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
22.61 22.61 19.67 19.94
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
27.43 27.66 24.38 24.38
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      71.26
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.07 4.28 4.05 4.21
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
41.39 44.96 38.94 40.56
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.04 13.14 11.99 12.05
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.11 14.09 8.13 8.54
VPD - CBOE VIX Premium Strategy Index
      Close
      389.99
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      354.17
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
44.30 53.45 37.45 41.45
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
41.97 57.66 38.23 38.53

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