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, September 21, 2018


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.98
Index Put/Call Ratio 1.20
Exchange Traded Products Put/Call Ratio 1.66
Equity Put/Call Ratio 0.57
CBOE Volatility Index (VIX) Put/Call Ratio 0.36
Sum of All Products
  Call Put Total  
Volume 2,802,023 2,753,133 5,555,156  
Open Interest 173,901,012 167,360,356 341,261,368  
Index Options
  Call Put Total  
Volume 1,029,037 1,236,492 2,265,529  
Exchange Traded Products
  Call Put Total  
Volume 469,199 779,383 1,248,582  
Equity Options
  Call Put Total  
Volume 1,303,787 737,258 2,041,045  

Equity LEAPS
  Call Put Total  
Volume 36,109 15,333 51,442  
Open Interest 13,566,301 12,899,647 26,465,948  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 577,303 644,334 1,221,637  
Open Interest 7,834,995 7,777,735 15,612,730  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,470.22 1,470.25 1,468.47 1,469.16
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
11.27 11.27 10.05 10.63
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
15.67 15.93 15.57 15.90
VXTH - CBOE VIX Tail Hedge Index
      Close
      251.86
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,179.18 2,179.69 2,175.48 2,177.17
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
655.72 655.73 654.15 654.51
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
350.68 350.68 350.33 350.67
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
289.29 289.33 288.81 289.01
VIX - CBOE Volatility Index
Open High Low Close
11.76 12.03 11.10 11.68
VVIX - CBOE VVIX Index
Open High Low Close
86.89 90.20 86.56 90.20
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.57 11.75 11.30 11.35
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.12 19.38 18.39 19.11
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.75 12.84 8.31 12.41
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
13.63 15.95 11.76 13.84
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
10.70 11.18 10.18 10.89
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.20 16.84 15.61 16.84
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      69.99
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.64 3.69 3.38 3.41
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
26.07 26.60 25.04 26.15
GVZ - CBOE Gold Volatility Index
Open High Low Close
10.72 10.86 10.63 10.76
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.24 7.63 7.01 7.11
VPD - CBOE VIX Premium Strategy Index
      Close
      403.52
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      367.67
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
33.39 34.87 32.35 33.42
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
25.28 27.65 22.22 27.46

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