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 15, 2019


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.80
Index Put/Call Ratio 0.95
Exchange Traded Products Put/Call Ratio 1.17
Equity Put/Call Ratio 0.52
CBOE Volatility Index (VIX) Put/Call Ratio 0.27
Sum of All Products
  Call Put Total  
Volume 2,819,706 2,242,827 5,062,533  
Open Interest 136,706,176 142,211,641 278,917,817  
Index Options
  Call Put Total  
Volume 906,218 858,170 1,764,388  
Exchange Traded Products
  Call Put Total  
Volume 603,286 707,947 1,311,233  
Equity Options
  Call Put Total  
Volume 1,310,202 676,710 1,986,912  

Equity LEAPS
  Call Put Total  
Volume 63,072 37,317 100,389  
Open Interest 22,593,230 20,259,389 42,852,619  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 575,544 680,325 1,255,869  
Open Interest 8,523,136 9,939,850 18,462,986  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,323.66 1,364.95 1,323.44 1,364.89
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
13.45 13.61 12.02 12.18
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
17.59 17.70 17.38 17.40
VXTH - CBOE VIX Tail Hedge Index
      Close
      234.91
LOVOL - CBOE Low Volatility Index
Open High Low Close
217.70 217.70 217.70 217.70
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
887.88 887.88 887.88 887.88
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,970.54 2,016.58 1,970.24 2,016.56
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
591.88 608.38 591.82 608.38
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
319.45 332.03 319.39 332.02
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
242.04 252.92 241.89 252.90
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,802.49 1,802.49 1,802.49 1,802.49
VIX - CBOE Volatility Index
Open High Low Close
16.82 16.82 14.79 14.91
VVIX - CBOE VVIX Index
Open High Low Close
80.25 82.40 78.98 80.45
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
12.39 12.72 12.16 12.47
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.15 18.39 17.60 17.71
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.83 15.83 12.70 14.90
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.86 17.10 15.99 16.00
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.09 16.35 14.93 15.18
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.05 19.05 17.68 17.70
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      65.06
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.46 3.48 3.32 3.42
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
32.10 32.10 29.46 29.46
GVZ - CBOE Gold Volatility Index
Open High Low Close
9.92 10.20 9.74 10.16
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
6.72 7.22 6.59 6.83
VPD - CBOE VIX Premium Strategy Index
      Close
      376.00
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      339.56
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
43.54 46.98 39.44 40.89
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
48.07 50.19 45.66 46.48
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
38.49 38.49 38.49 38.49