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 Thursday, May 23, 2019


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.21
Index Put/Call Ratio 1.45
Exchange Traded Products Put/Call Ratio 1.57
Equity Put/Call Ratio 0.80
CBOE Volatility Index (VIX) Put/Call Ratio 0.62
Sum of All Products
  Call Put Total  
Volume 2,395,569 2,905,135 5,300,704  
Open Interest 135,763,632 139,681,639 275,445,271  
Index Options
  Call Put Total  
Volume 825,548 1,199,985 2,025,533  
Exchange Traded Products
  Call Put Total  
Volume 581,155 913,402 1,494,557  
Equity Options
  Call Put Total  
Volume 988,866 791,748 1,780,614  

Equity LEAPS
  Call Put Total  
Volume 27,440 23,392 50,832  
Open Interest 7,172,656 6,867,785 14,040,441  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 952,153 1,304,146 2,256,299  
Open Interest 13,281,284 13,810,602 27,091,886  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,403.21 1,403.39 1,394.12 1,400.66
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
16.44 18.99 16.42 17.40
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
17.84 18.39 17.73 18.01
VXTH - CBOE VIX Tail Hedge Index
      Close
      238.73
LOVOL - CBOE Low Volatility Index
Open High Low Close
224.57 224.58 223.27 224.33
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
911.30 911.33 905.17 909.46
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,076.73 2,077.03 2,060.62 2,072.09
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
621.17 621.55 616.10 619.78
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
338.96 339.07 336.84 338.43
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
260.72 260.72 257.66 258.83
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,832.22 1,832.32 1,820.27 1,826.96
VIX - CBOE Volatility Index
Open High Low Close
15.93 18.05 15.28 16.92
VVIX - CBOE VVIX Index
Open High Low Close
93.87 97.04 91.91 94.98
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.55 24.59 15.81 24.59
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.19 22.41 20.92 21.74
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.85 23.53 14.85 17.33
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.81 21.59 19.65 20.82
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
18.79 19.99 17.98 18.50
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
21.20 23.06 21.19 21.31
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      66.57
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.19 4.53 4.05 4.41
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
30.92 37.17 30.92 33.79
GVZ - CBOE Gold Volatility Index
Open High Low Close
9.17 9.67 9.16 9.47
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.94 6.29 5.56 5.93
VPD - CBOE VIX Premium Strategy Index
      Close
      398.88
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      358.99
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
37.23 43.51 37.23 40.52
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
38.98 43.18 38.98 42.12
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
38.49 38.49 38.49 38.49