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, February 16, 2018


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.93
Index Put/Call Ratio 1.17
Exchange Traded Products Put/Call Ratio 1.24
Equity Put/Call Ratio 0.52
CBOE Volatility Index (VIX) Put/Call Ratio 0.67
Sum of All Products
  Call Put Total  
Volume 3,307,999 3,067,685 6,375,684  
Open Interest 163,617,465 158,078,304 321,695,769  
Index Options
  Call Put Total  
Volume 1,255,889 1,469,527 2,725,416  
Exchange Traded Products
  Call Put Total  
Volume 732,656 906,712 1,639,368  
Equity Options
  Call Put Total  
Volume 1,319,454 691,446 2,010,900  

Equity LEAPS
  Call Put Total  
Volume 49,774 21,549 71,323  
Open Interest 22,743,933 21,605,977 44,349,910  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 707,920 1,014,901 1,722,821  
Open Interest 9,763,530 10,301,464 20,064,994  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,367.17 1,369.46 1,364.30 1,367.13
VXST - CBOE Short-term Volatility Index
Open High Low Close
19.09 21.98 16.16 18.68
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
19.47 20.07 18.76 19.48
VXTH - CBOE VIX Tail Hedge Index
      Close
      241.05
LOVOL - CBOE Low Volatility Index
Open High Low Close
219.83 219.83 219.83 219.83
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
805.45 805.45 805.45 805.45
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,988.48 1,994.66 1,984.94 1,989.12
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
610.61 611.75 609.47 610.34
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
318.81 319.37 318.04 318.75
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
262.10 262.57 261.53 262.40
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,825.17 1,825.17 1,825.17 1,825.17
VIX - CBOE Volatility Index
Open High Low Close
18.74 20.99 17.44 19.46
VVIX - CBOE VVIX Index
Open High Low Close
122.89 124.31 115.07 121.20
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.65 18.76 15.80 17.27
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.16 24.33 22.74 23.11
VXD - CBOE DJIA Volatility Index
Open High Low Close
20.20 20.20 14.60 18.83
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.82 19.83 17.67 17.96
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
17.28 18.70 15.96 17.38
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
20.50 21.32 18.87 20.46
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      76.31
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.74 4.79 4.54 4.56
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
27.29 28.55 26.55 26.97
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.49 14.80 13.50 13.96
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.56 10.43 7.76 8.92
VPD - CBOE VIX Premium Strategy Index
      Close
      357.95
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      331.01
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
44.67 46.98 42.15 44.09
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
42.80 45.04 39.40 42.42

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