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, October 18, 2018


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.30
Index Put/Call Ratio 1.37
Exchange Traded Products Put/Call Ratio 2.29
Equity Put/Call Ratio 0.73
CBOE Volatility Index (VIX) Put/Call Ratio 0.46
Sum of All Products
  Call Put Total  
Volume 2,323,526 3,025,107 5,348,633  
Open Interest 178,040,280 167,639,329 345,679,609  
Index Options
  Call Put Total  
Volume 935,021 1,283,103 2,218,124  
Exchange Traded Products
  Call Put Total  
Volume 463,968 1,062,730 1,526,698  
Equity Options
  Call Put Total  
Volume 924,537 679,274 1,603,811  

Equity LEAPS
  Call Put Total  
Volume 43,469 15,237 58,706  
Open Interest 13,570,875 11,782,159 25,353,034  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 379,389 678,552 1,057,941  
Open Interest 10,120,272 10,676,067 20,796,339  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,416.67 1,420.57 1,395.01 1,401.86
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
19.40 24.55 18.29 22.31
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
19.12 20.54 18.94 19.93
VXTH - CBOE VIX Tail Hedge Index
      Close
      238.41
LOVOL - CBOE Low Volatility Index
Open High Low Close
222.62 223.26 219.82 220.60
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
823.57 824.96 818.53 819.50
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,084.80 2,090.55 2,052.88 2,062.99
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
638.44 638.81 624.43 627.26
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
339.27 340.38 332.46 336.27
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
270.80 271.06 265.59 266.10
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,893.16 1,898.74 1,864.33 1,875.77
VIX - CBOE Volatility Index
Open High Low Close
18.02 21.57 17.51 20.06
VVIX - CBOE VVIX Index
Open High Low Close
111.49 123.99 109.84 116.82
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.39 19.71 17.06 18.93
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
25.24 28.12 24.89 27.34
VXD - CBOE DJIA Volatility Index
Open High Low Close
18.08 28.91 18.05 20.36
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.54 23.44 20.37 22.95
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
18.36 21.47 17.56 20.08
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
23.93 27.14 23.90 26.08
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      70.54
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.75 3.93 3.70 3.78
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
28.38 29.84 28.13 28.53
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.07 12.33 11.85 12.23
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.45 8.02 7.21 7.80
VPD - CBOE VIX Premium Strategy Index
      Close
      388.69
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      353.80
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
39.49 42.73 38.28 40.95
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
34.11 44.82 34.11 40.36

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