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 Wednesday, May 23, 2018


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.99
Index Put/Call Ratio 1.14
Exchange Traded Products Put/Call Ratio 1.44
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.26
Sum of All Products
  Call Put Total  
Volume 1,873,493 1,852,456 3,725,949  
Open Interest 140,887,709 136,019,883 276,907,592  
Index Options
  Call Put Total  
Volume 791,919 901,156 1,693,075  
Exchange Traded Products
  Call Put Total  
Volume 316,009 456,298 772,307  
Equity Options
  Call Put Total  
Volume 765,565 495,002 1,260,567  

Equity LEAPS
  Call Put Total  
Volume 17,949 8,120 26,069  
Open Interest 6,504,534 6,565,096 13,069,630  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 706,394 836,764 1,543,158  
Open Interest 11,059,192 10,961,065 22,020,257  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,397.66 1,404.04 1,397.01 1,404.02
VXST - CBOE Short-term Volatility Index
Open High Low Close
12.48 12.60 9.98 10.06
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.91 17.00 16.17 16.19
VXTH - CBOE VIX Tail Hedge Index
      Close
      234.85
LOVOL - CBOE Low Volatility Index
Open High Low Close
217.59 218.82 217.53 218.74
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
792.27 797.31 791.70 797.24
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,015.58 2,029.48 2,014.24 2,029.48
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
617.43 621.89 617.35 621.86
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
326.82 328.48 326.69 328.47
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
274.21 275.33 274.05 275.32
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,871.77 1,880.09 1,871.42 1,880.09
VIX - CBOE Volatility Index
Open High Low Close
13.50 14.60 12.49 12.58
VVIX - CBOE VVIX Index
Open High Low Close
93.87 95.68 89.51 89.80
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.10 16.02 11.09 11.97
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.42 19.33 18.24 18.43
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.21 15.22 12.80 13.54
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.41 15.70 14.24 14.33
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.51 13.69 11.58 11.82
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.88 18.07 16.27 16.27
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      71.74
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.08 4.08 3.88 3.96
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
25.99 26.39 25.12 26.04
GVZ - CBOE Gold Volatility Index
Open High Low Close
11.31 11.40 10.95 11.18
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.34 9.34 8.24 8.29
VPD - CBOE VIX Premium Strategy Index
      Close
      373.41
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      342.59
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
40.21 45.36 38.83 39.68
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
35.63 43.39 32.99 34.94

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