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 Wednesday, December 12, 2018


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.00
Index Put/Call Ratio 1.24
Exchange Traded Products Put/Call Ratio 1.09
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.62
Sum of All Products
  Call Put Total  
Volume 2,333,575 2,335,508 4,669,083  
Open Interest 182,776,690 167,614,902 350,391,592  
Index Options
  Call Put Total  
Volume 1,012,272 1,258,859 2,271,131  
Exchange Traded Products
  Call Put Total  
Volume 552,113 601,419 1,153,532  
Equity Options
  Call Put Total  
Volume 769,190 475,230 1,244,420  

Equity LEAPS
  Call Put Total  
Volume 32,079 19,202 51,281  
Open Interest 17,095,397 14,973,845 32,069,242  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 853,522 882,646 1,736,168  
Open Interest 10,742,829 9,448,563 20,191,392  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,397.92 1,404.98 1,390.47 1,390.47
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
22.07 23.06 21.48 22.86
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
21.07 21.73 20.98 21.57
VXTH - CBOE VIX Tail Hedge Index
      Close
      225.33
LOVOL - CBOE Low Volatility Index
Open High Low Close
213.79 214.95 212.50 212.57
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
803.57 805.50 803.57 804.18
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,023.49 2,035.44 2,010.73 2,010.73
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
623.11 627.18 621.41 621.41
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
336.10 338.20 334.75 334.75
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
259.55 262.21 259.44 259.58
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,861.21 1,869.51 1,847.53 1,850.82
VIX - CBOE Volatility Index
Open High Low Close
21.91 21.91 20.50 21.46
VVIX - CBOE VVIX Index
Open High Low Close
91.36 93.18 90.04 91.41
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
19.06 22.39 18.41 19.31
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.92 25.06 23.88 24.90
VXD - CBOE DJIA Volatility Index
Open High Low Close
22.46 22.46 20.99 21.88
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
25.18 25.25 22.82 24.54
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
23.38 23.92 22.40 23.56
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
25.74 26.74 24.91 26.30
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      72.11
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.18 4.19 3.99 4.01
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
40.64 83.62 37.01 39.90
GVZ - CBOE Gold Volatility Index
Open High Low Close
11.10 11.41 10.89 11.29
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.78 7.91 7.35 7.58
VPD - CBOE VIX Premium Strategy Index
      Close
      371.95
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      337.24
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
47.09 49.66 45.35 49.33
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
49.39 52.04 48.24 50.24
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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