Options

Refreshed 3:42 PM ET

Nov 11a month earlier

22.316.911.623.7

One-month implied volatility (17.5) is 1.8 points below the three-month level (19.2): the usual, calmer shape.

Nov 11 close


VIX9D9-day implied volatility	16.04	−13.48%	+5.60%	+37.33%	+33.67%	+5.67%	·	·
VIX3M3-month implied volatility	19.24	−6.78%	+2.34%	+7.31%	+5.83%	−4.71%	·	·
VIX6M6-month implied volatility	21.08	−4.14%	+1.93%	+5.66%	+0.67%	−6.31%	·	·
VIX1Y1-year implied volatility	22.22	−2.37%	+1.79%	+2.54%	−1.42%	−6.76%	·	·
VVIXVolatility of the VIX	90.47	−6.37%	+0.07%	+5.28%	−2.37%	−9.17%	·	·
SKEWCboe SKEW index (tail risk pricing)	149.09	−1.34%	−1.20%	−3.85%	+0.26%	+3.93%	·	·
P/C ALLPut/call ratio, all Cboe options	0.92	−0.03	+0.12	+0.01	−0.21	+0.07	0.90	15.9M
P/C EQPut/call ratio, single-stock options	0.59	−0.18	+0.15	−0.03	−0.33	−0.11	0.62	4.1M
P/C IDXPut/call ratio, index options	1.05	+0.03	+0.08	+0.07	−0.07	+0.11	1.03	8.0M
P/C SPXPut/call ratio, S&P 500 options	1.22	−0.02	−0.03	+0.12	−0.08	+0.02	1.19	5.9M

Nov 11 close

End-of-day volatility indices and put/call ratios. Option chains are not shown.

Refreshed 3:42 PM ET

Nov 11a month earlier

22.316.911.623.7

One-month implied volatility (17.5) is 1.8 points below the three-month level (19.2): the usual, calmer shape.

Nov 11 close


VIX9D9-day implied volatility	16.04	−13.48%	+5.60%	+37.33%	+33.67%	+5.67%	·	·
VIX3M3-month implied volatility	19.24	−6.78%	+2.34%	+7.31%	+5.83%	−4.71%	·	·
VIX6M6-month implied volatility	21.08	−4.14%	+1.93%	+5.66%	+0.67%	−6.31%	·	·
VIX1Y1-year implied volatility	22.22	−2.37%	+1.79%	+2.54%	−1.42%	−6.76%	·	·
VVIXVolatility of the VIX	90.47	−6.37%	+0.07%	+5.28%	−2.37%	−9.17%	·	·
SKEWCboe SKEW index (tail risk pricing)	149.09	−1.34%	−1.20%	−3.85%	+0.26%	+3.93%	·	·
P/C ALLPut/call ratio, all Cboe options	0.92	−0.03	+0.12	+0.01	−0.21	+0.07	0.90	15.9M
P/C EQPut/call ratio, single-stock options	0.59	−0.18	+0.15	−0.03	−0.33	−0.11	0.62	4.1M
P/C IDXPut/call ratio, index options	1.05	+0.03	+0.08	+0.07	−0.07	+0.11	1.03	8.0M
P/C SPXPut/call ratio, S&P 500 options	1.22	−0.02	−0.03	+0.12	−0.08	+0.02	1.19	5.9M

Nov 11 close

End-of-day volatility indices and put/call ratios. Option chains are not shown.