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

Select date to get historical data (mm/dd/yyyy)

  

Cboe Market Summary for Friday, January 18, 2019


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.84
Index Put/Call Ratio 0.99
Exchange Traded Products Put/Call Ratio 1.23
Equity Put/Call Ratio 0.54
CBOE Volatility Index (VIX) Put/Call Ratio 0.20
Sum of All Products
  Call Put Total  
Volume 3,833,728 3,235,999 7,069,727  
Open Interest 174,168,707 160,787,617 334,956,324  
Index Options
  Call Put Total  
Volume 1,429,348 1,420,019 2,849,367  
Exchange Traded Products
  Call Put Total  
Volume 747,862 920,686 1,668,548  
Equity Options
  Call Put Total  
Volume 1,656,518 895,294 2,551,812  

Equity LEAPS
  Call Put Total  
Volume 78,956 47,613 126,569  
Open Interest 20,235,058 17,816,027 38,051,085  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 825,920 1,102,849 1,928,769  
Open Interest 7,731,884 8,557,859 16,289,743  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,340.50 1,342.65 1,339.50 1,341.20
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
15.70 16.21 14.97 15.22
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
19.28 19.48 18.96 19.27
VXTH - CBOE VIX Tail Hedge Index
      Close
      227.86
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,955.22 1,960.98 1,955.04 1,958.88
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
596.08 596.71 595.72 596.71
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
324.25 324.94 323.98 324.42
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
245.38 245.49 245.33 245.46
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,745.43 1,772.19 1,742.15 1,771.85
VIX - CBOE Volatility Index
Open High Low Close
17.80 18.18 17.17 17.80
VVIX - CBOE VVIX Index
Open High Low Close
81.07 82.88 78.04 82.49
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
14.04 25.07 14.04 14.77
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.59 19.60 18.51 18.52
VXD - CBOE DJIA Volatility Index
Open High Low Close
17.83 17.86 13.51 17.59
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.21 21.68 19.33 20.78
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
17.76 18.27 17.19 17.76
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
22.54 23.06 21.48 21.89
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      69.67
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.93 4.05 3.81 3.84
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
36.06 39.05 35.16 35.63
GVZ - CBOE Gold Volatility Index
Open High Low Close
11.13 11.36 10.77 11.12
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
6.53 7.24 6.50 6.78
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
46.14 49.53 44.16 47.14
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
48.27 50.69 47.18 49.35
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
38.49 38.49 38.49 38.49