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 Monday, July 16, 2018


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.99
Index Put/Call Ratio 1.16
Exchange Traded Products Put/Call Ratio 1.48
Equity Put/Call Ratio 0.70
CBOE Volatility Index (VIX) Put/Call Ratio 0.25
Sum of All Products
  Call Put Total  
Volume 1,861,465 1,850,342 3,711,807  
Open Interest 154,884,390 147,654,377 302,538,767  
Index Options
  Call Put Total  
Volume 737,676 854,573 1,592,249  
Exchange Traded Products
  Call Put Total  
Volume 264,833 391,587 656,420  
Equity Options
  Call Put Total  
Volume 858,956 604,182 1,463,138  

Equity LEAPS
  Call Put Total  
Volume 19,607 14,834 34,441  
Open Interest 8,809,960 8,851,173 17,661,133  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 406,134 503,237 909,371  
Open Interest 5,929,668 6,128,527 12,058,195  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,430.32 1,430.50 1,428.99 1,429.96
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
11.48 11.80 11.18 11.50
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
16.00 16.16 15.91 16.10
VXTH - CBOE VIX Tail Hedge Index
      Close
      239.69
LOVOL - CBOE Low Volatility Index
Open High Low Close
223.20 223.33 222.75 223.06
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
813.98 814.62 812.10 813.20
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,091.50 2,093.50 2,086.52 2,090.35
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
637.46 637.70 636.95 637.34
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
334.52 334.93 334.21 334.93
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
282.25 282.49 281.41 281.97
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,917.50 1,917.95 1,916.60 1,917.95
VIX - CBOE Volatility Index
Open High Low Close
12.46 12.97 12.13 12.83
VVIX - CBOE VVIX Index
Open High Low Close
100.39 102.08 98.71 100.95
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.29 15.53 11.24 11.73
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.39 18.39 17.31 17.39
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.14 13.68 12.99 13.10
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
14.99 15.46 14.74 14.99
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.36 12.09 10.93 11.08
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.36 17.72 17.09 17.72
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      70.91
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.78 3.82 3.71 3.76
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
27.88 29.89 27.72 29.01
GVZ - CBOE Gold Volatility Index
Open High Low Close
11.22 11.58 11.12 11.46
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
6.88 7.15 6.83 6.94
VPD - CBOE VIX Premium Strategy Index
      Close
      384.07
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      351.45
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
38.46 40.93 37.49 38.97
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
34.59 34.59 27.98 31.01

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