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

Select date to get historical data (mm/dd/yyyy)

  

Cboe Market Summary for Wednesday, January 17, 2018


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.79
Index Put/Call Ratio 0.97
Exchange Traded Products Put/Call Ratio 0.98
Equity Put/Call Ratio 0.48
CBOE Volatility Index (VIX) Put/Call Ratio 0.38
Sum of All Products
  Call Put Total  
Volume 3,556,929 2,824,513 6,381,442  
Open Interest 171,920,451 178,631,106 350,551,557  
Index Options
  Call Put Total  
Volume 1,659,163 1,615,504 3,274,667  
Exchange Traded Products
  Call Put Total  
Volume 604,064 589,872 1,193,936  
Equity Options
  Call Put Total  
Volume 1,293,702 619,137 1,912,839  

Equity LEAPS
  Call Put Total  
Volume 83,853 44,316 128,169  
Open Interest 19,074,996 17,602,985 36,677,981  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 710,366 661,860 1,372,226  
Open Interest 7,175,755 8,711,426 15,887,181  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,384.92 1,385.67 1,384.39 1,385.58
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.46 12.21 10.39 11.66
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.03 15.23 14.63 14.88
VXTH - CBOE VIX Tail Hedge Index
      Close
      247.49
LOVOL - CBOE Low Volatility Index
Open High Low Close
224.52 224.52 224.52 224.52
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
818.54 824.43 816.86 823.27
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,031.48 2,033.01 2,030.99 2,032.82
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
601.97 602.19 601.62 602.12
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
323.85 324.08 323.29 323.98
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
263.10 263.17 262.29 262.50
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,860.63 1,860.63 1,860.48 1,860.56
VIX - CBOE Volatility Index
Open High Low Close
11.35 12.81 11.18 11.91
VVIX - CBOE VVIX Index
Open High Low Close
105.48 108.32 97.98 102.63
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
10.27 13.27 10.27 12.80
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
15.84 17.16 15.80 16.98
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.58 13.31 10.90 13.00
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.33 16.34 14.18 15.28
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.48 11.58 10.12 10.83
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.33 16.72 15.93 16.20
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      65.36
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.62 3.73 3.53 3.69
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
26.41 27.38 24.60 24.70
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.09 12.22 11.12 11.77
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.64 8.69 7.16 8.19
VPD - CBOE VIX Premium Strategy Index
      Close
      387.98
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      360.25
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
44.87 45.24 41.88 43.33
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
33.32 35.02 32.41 34.60

Special Offers
*Third Party Advertisements

Advertisement Advertisement