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, December 14, 2018


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.14
Index Put/Call Ratio 1.25
Exchange Traded Products Put/Call Ratio 1.41
Equity Put/Call Ratio 0.79
CBOE Volatility Index (VIX) Put/Call Ratio 0.34
Sum of All Products
  Call Put Total  
Volume 2,536,798 2,884,630 5,421,428  
Open Interest 187,398,735 170,832,789 358,231,524  
Index Options
  Call Put Total  
Volume 1,167,602 1,455,428 2,623,030  
Exchange Traded Products
  Call Put Total  
Volume 560,304 789,574 1,349,878  
Equity Options
  Call Put Total  
Volume 808,892 639,628 1,448,520  

Equity LEAPS
  Call Put Total  
Volume 34,315 22,657 56,972  
Open Interest 17,337,211 15,186,636 32,523,847  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 869,483 1,145,960 2,015,443  
Open Interest 11,777,105 10,278,846 22,055,951  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,378.86 1,384.43 1,363.37 1,366.50
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
21.38 23.46 20.53 21.47
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
21.90 22.37 21.69 22.02
VXTH - CBOE VIX Tail Hedge Index
      Close
      221.02
LOVOL - CBOE Low Volatility Index
Open High Low Close
210.49 211.24 208.23 208.66
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
804.52 804.56 803.35 803.94
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,991.31 1,999.48 1,968.53 1,973.03
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
616.95 619.46 609.52 610.44
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
332.43 333.87 324.18 329.52
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
254.29 256.39 251.37 252.03
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,834.23 1,842.25 1,814.53 1,819.29
VIX - CBOE Volatility Index
Open High Low Close
21.57 22.47 20.95 21.63
VVIX - CBOE VVIX Index
Open High Low Close
94.26 97.73 93.28 96.45
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
19.45 19.61 18.49 18.49
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.76 24.87 23.98 24.12
VXD - CBOE DJIA Volatility Index
Open High Low Close
21.05 26.86 20.87 21.90
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
25.04 25.95 23.36 25.45
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
23.43 25.47 23.16 23.95
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
25.80 27.93 25.80 27.62
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      71.25
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.61 3.76 3.41 3.66
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
39.25 43.58 39.12 42.38
GVZ - CBOE Gold Volatility Index
Open High Low Close
10.69 11.06 10.56 10.77
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.01 7.29 6.44 7.09
VPD - CBOE VIX Premium Strategy Index
      Close
      369.55
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      335.07
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
49.05 51.00 46.78 50.76
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
49.90 52.08 24.04 49.21
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
38.49 38.49 38.49 38.49

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