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's Websites.

Cboe Daily Market Statistics Archive

NOTE: Any questions about this data may be directed to the Cboe Trade Desk at (913) 815-7001.

Cboe Market Summary for Friday, November 22, 2019

RATIOS
TOTAL PUT/CALL RATIO 0.96
INDEX PUT/CALL RATIO 1.71
EXCHANGE TRADED PRODUCTS PUT/CALL RATIO 1.02
EQUITY PUT/CALL RATIO 0.58
CBOE VOLATILITY INDEX (VIX) PUT/CALL RATIO 1.63
SPX + SPXW PUT/CALL RATIO 2.00
OEX PUT/CALL RATIO 3.98
SUM OF ALL PRODUCTS
  CALL PUT TOTAL
VOLUME 2,006,140 1,917,112 3,923,252
OPEN INTEREST 153,496,872 158,718,307 312,215,179
INDEX OPTIONS
  CALL PUT TOTAL
VOLUME 530,757 907,878 1,438,635
OPEN INTEREST 12,252,041 16,193,724 28,445,765
EXCHANGE TRADED PRODUCTS
  CALL PUT TOTAL
VOLUME 340,807 349,278 690,085
OPEN INTEREST 39,865,175 57,439,883 97,305,058
EQUITY OPTIONS
  CALL PUT TOTAL
VOLUME 1,134,576 659,956 1,794,532
OPEN INTEREST 101,379,656 85,084,700 186,464,356
CBOE VOLATILITY INDEX (VIX)
  CALL PUT TOTAL
VOLUME 96,206 157,004 253,210
OPEN INTEREST 4,010,559 1,993,091 6,003,650
SPX + SPXW
  CALL PUT TOTAL
VOLUME 360,703 722,322 1,083,025
OPEN INTEREST 5,655,008 12,568,534 18,223,542
OEX
  CALL PUT TOTAL
VOLUME 256 1,018 1,274
OPEN INTEREST 2,672 4,076 6,748