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 the Cboe Website.

Cboe Market Summary for Thursday, March 14, 2019


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.91
Index Put/Call Ratio 1.08
Exchange Traded Products Put/Call Ratio 1.16
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.55
Sum of All Products
  Call Put Total  
Volume 2,310,041 2,101,463 4,411,504  
Open Interest 148,235,539 151,129,842 299,365,381  
Index Options
  Call Put Total  
Volume 917,199 994,724 1,911,923  
Exchange Traded Products
  Call Put Total  
Volume 393,742 457,437 851,179  
Equity Options
  Call Put Total  
Volume 999,100 649,302 1,648,402  

Equity LEAPS
  Call Put Total  
Volume 75,902 52,525 128,427  
Open Interest 25,167,983 22,528,870 47,696,853  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 336,968 364,386 701,354  
Open Interest 6,925,479 7,940,982 14,866,461  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,384.19 1,384.77 1,383.85 1,384.23
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
12.96 13.20 12.05 12.52
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
16.50 16.65 16.29 16.45
VXTH - CBOE VIX Tail Hedge Index
      Close
      236.23
LOVOL - CBOE Low Volatility Index
Open High Low Close
220.34 220.51 219.96 220.18
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
900.25 901.78 898.12 899.70
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,054.58 2,057.56 2,050.19 2,054.17
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
619.83 619.92 619.36 619.55
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
335.12 335.61 334.23 335.33
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
255.20 255.38 254.45 254.52
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,826.81 1827.00 1,826.75 1,826.98
VIX - CBOE Volatility Index
Open High Low Close
13.35 13.84 13.16 13.50
VVIX - CBOE VVIX Index
Open High Low Close
82.93 83.80 81.82 82.56
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.70 20.78 10.75 10.83
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.58 21.18 16.67 17.10
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.66 17.84 14.13 14.41
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.18 16.40 15.28 15.87
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.35 13.65 12.98 13.40
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.38 15.80 15.27 15.65
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      63.21
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.76 3.81 3.73 3.76
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
28.13 28.60 26.51 27.22
GVZ - CBOE Gold Volatility Index
Open High Low Close
10.14 10.14 9.74 10.08
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.87 6.05 5.57 5.68
VPD - CBOE VIX Premium Strategy Index
      Close
      385.76
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      348.16
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
39.77 42.80 37.27 39.65
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
44.99 46.37 43.07 44.94
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
38.49 38.49 38.49 38.49
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MSCI EAFE Index - (MXEA)
  Call Put Total  
Volume 0 19 19  
Open Interest 6,278 7,789 14,067  
  High Low Close Change
Level 1,875.71 1,871.87 1,874.70 5.38
MSCI Emerging Markets Index - (MXEF)
  Call Put Total  
Volume 0 310 310  
Open Interest 25,008 18,340 43,348  
  High Low Close Change
Level 1,048.58 1,046.25 1,048.20 -2.26
FTSE 100 Mini-Index - (UKXM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 721.50 714.89 718.54 2.62
CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 450,499 246,826 697,325  
Open Interest 8,177,048 2,318,543 10,495,591  
  High Low Close Change
Level 13.84 13.16 13.50 0.09
CBOE Volatility Index Weeklys - (VIXW)
  Call Put Total  
Volume 9,954 282 10,236  
Open Interest 106,923 7,849 114,772  
  High Low Close Change
Level 13.84 13.16 13.50 0.09
S&P 500 Index - PM Settled (SPXW)
  Call Put Total  
Volume 167,895 344,706 512,601  
Open Interest 1,415,233 3,218,853 4,634,086  
  High Low Close Change
Level 2815.00 2,803.46 2,808.48 -2.44
S&P 500 Index - PM Settled Monday Weeklys (SPXW)
  Call Put Total  
Volume 14,739 25,283 40,022  
Open Interest 64,331 137,484 201,815  
  High Low Close Change
Level 2815.00 2,803.46 2,808.48 -2.44
S&P 500 Index - PM Settled Wednesday Weeklys (SPXW)
  Call Put Total  
Volume 7,287 23,592 30,879  
Open Interest 55,933 144,338 200,271  
  High Low Close Change
Level 2815.00 2,803.46 2,808.48 -2.44
S&P 500 Index - PM Settled Friday (Nonstandard) Weeklys (SPXW)
  Call Put Total  
Volume 31,729 110,042 141,771  
Open Interest 351,660 969,100 1,320,760  
  High Low Close Change
Level 2815.00 2,803.46 2,808.48 -2.44
S&P 500 Index - PM Settled End-Of-Months (SPXW)
  Call Put Total  
Volume 65,035 100,901 165,936  
Open Interest 688,528 1,494,886 2,183,414  
  High Low Close Change
Level 2815.00 2,803.46 2,808.48 -2.44
S&P 500 Index - PM Settled Standard Third-Friday Expiration (SPXW)
  Call Put Total  
Volume 49,105 84,888 133,993  
Open Interest 254,781 473,045 727,826  
  High Low Close Change
Level 2815.00 2,803.46 2,808.48 -2.44
S&P 500 Index (SPX)
  Call Put Total  
Volume 269,949 360,270 630,219  
Open Interest 4,852,751 7,850,795 12,703,546  
  High Low Close Change
Level 2815.00 2,803.46 2,808.48 -2.44
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 10,145 11,657 21,802  
Open Interest 145,077 364,147 509,224  
  High Low Close Change
Level 281.50 280.35 280.85 -0.24
Mini-SPX Index Weeklys (Note: No Weeklys are listed the 2nd Friday of a month)
  Call Put Total  
Volume 2,768 6,206 8,974  
Open Interest 69,056 172,211 241,267  
  High Low Close Change
Level 281.50 280.35 280.85 -0.24
SPDR Options - (SPY)
  Call Put Total  
Volume 139,718 169,575 309,293  
Open Interest 6,452,776 13,561,172 20,013,948  
  High Low Close Change
Level 281.84 280.67 281.16 -0.18
SPDR Options LEAPS
  Call Put Total  
Volume 2,604 14,387 16,991  
Open Interest 967,532 1,717,221 2,684,753  
  High Low Close Change
Level 281.84 280.67 281.16 -0.18
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 51,752 32,728 84,480  
Open Interest 582,337 1,597,574 2,179,911  
  High Low Close Change
Level 281.84 280.67 281.16 -0.18
S&P 100 Index - (OEX)
  Call Put Total  
Volume 525 1,981 2,506  
Open Interest 5,441 7,207 12,648  
  High Low Close Change
Level 1,244.67 1,239.37 1,240.77 -1.21
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 176 645 821  
  High Low Close Change
Level 1,244.67 1,239.37 1,240.77 -1.21
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 47 63 110  
Open Interest 280 878 1,158  
  High Low Close Change
Level 1,244.67 1,239.37 1,240.77 -1.21
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 11 40 51  
Open Interest 697 76,543 77,240  
  High Low Close Change
Level 1,244.67 1,239.37 1,240.77 -1.21
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 135 8 143  
  High Low Close Change
Level 1,244.67 1,239.37 1,240.77 -1.21
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 0 1 1  
Open Interest 14 29 43  
  High Low Close Change
Level 1,244.67 1,239.37 1,240.77 -1.21
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 8,615 6,598 15,213  
Open Interest 1,646,971 1,125,239 2,772,210  
  High Low Close Change
Level 122.54 122.12 122.41 -1.43
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 55,968 41,799 97,767  
Open Interest 3,191,888 4,869,869 8,061,757  
  High Low Close Change
Level 177.34 176.66 176.71 -0.30
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 175 2,335 2,510  
Open Interest 274,723 579,948 854,671  
  High Low Close Change
Level 177.34 176.66 176.71 -0.30
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 5,134 4,445 9,579  
Open Interest 186,334 341,723 528,057  
  High Low Close Change
Level 177.34 176.66 176.71 -0.30
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,417 6,169 7,586  
  High Low Close Change
Level 125.14 124.64 124.76 -0.10
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 969 526 1,495  
  High Low Close Change
Level 125.14 124.64 124.76 -0.10
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 3,981 2,874 6,855  
Open Interest 261,117 256,035 517,152  
  High Low Close Change
Level 257.94 256.62 257.54 0.19
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 50 3 53  
Open Interest 79,898 33,512 113,410  
  High Low Close Change
Level 257.94 256.62 257.54 0.19
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 1,219 1,245 2,464  
Open Interest 17,172 30,760 47,932  
  High Low Close Change
Level 257.94 256.62 257.54 0.19
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,573 1,028 2,601  
Open Interest 43,399 59,615 103,014  
  High Low Close Change
Level 257.53 256.21 257.10 0.07
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 3 4 7  
Open Interest 3,380 3,052 6,432  
  High Low Close Change
Level 257.53 256.21 257.10 0.07
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 154 49 203  
  High Low Close Change
Level 94.92 94.19 94.45 -0.19
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 10,759 31,572 42,331  
Open Interest 1,367,775 3,388,709 4,756,484  
  High Low Close Change
Level 155.02 154.20 154.35 -0.63
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 1,073 1,980 3,053  
Open Interest 187,486 555,340 742,826  
  High Low Close Change
Level 155.02 154.20 154.35 -0.63
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 1,633 1,591 3,224  
Open Interest 67,093 127,273 194,366  
  High Low Close Change
Level 155.02 154.20 154.35 -0.63
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 16,602 21,019 37,621  
Open Interest 166,903 295,523 462,426  
  High Low Close Change
Level 1,555.87 1,549.21 1,549.64 -6.24
Russell 1000 Index - (RUI)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 5 5  
  High Low Close Change
Level 1,560.21 1,554.32 1,556.97 -1.42
Russell 1000 Growth Index - (RLG)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 4 4  
  High Low Close Change
Level 1,499.41 1,493.63 1,496.50 -1.45
Russell 1000 Value Index - (RLV)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 2 2  
  High Low Close Change
Level 1,218.80 1,213.69 1,215.51 -1.04
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 214 319 533  
Open Interest 26,085 34,364 60,449  
  High Low Close Change
Level 107.89 107.75 107.86 -0.29
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 40 24 64  
Open Interest 5,071 16,304 21,375  
  High Low Close Change
Level 107.89 107.75 107.86 -0.29
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 459 135 594  
Open Interest 16,386 10,526 26,912  
  High Low Close Change
Level 16.55 16.40 16.47 0.10
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 208 33 241  
  High Low Close Change
Level 16.76 16.67 16.71 -0.10
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,724 1,230 5,954  
  High Low Close Change
Level 16.03 15.92 15.92 -0.07
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 987 391 1,378  
  High Low Close Change
Level 10.54 10.43 10.46 -0.01
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 24 0 24  
  High Low Close Change
Level 22.44 22.44 22.44 -0.44
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 35 35 70  
  High Low Close Change
Level 39.80 39.73 39.80 -0.43
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 2 2  
Open Interest 1,316 172 1,488  
  High Low Close Change
Level 15.93 15.84 15.85 -0.02
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 499 1,044 1,543  
Open Interest 205,064 153,006 358,070  
  High Low Close Change
Level 25.17 24.93 25.08 0.20
United States Oil Fund - (USO)
  Call Put Total  
Volume 5,147 1,642 6,789  
Open Interest 928,091 708,471 1,636,562  
  High Low Close Change
Level 12.27 12.14 12.22 0.03
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 844 3,721 4,565  
Open Interest 1,179,066 2,571,946 3,751,012  
  High Low Close Change
Level 64.65 64.39 64.52 -0.01
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 2 2 4  
Open Interest 61 76 137  
  High Low Close Change
Level 148.74 147.42 147.82 -0.19
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 267 217 484  
Open Interest 56,914 101,341 158,255  
  High Low Close Change
Level 113.94 112.49 112.99 -0.31
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 19 0 19  
Open Interest 508 424 932  
  High Low Close Change
Level 36.14 35.92 35.95 0.03
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 226 128 354  
  High Low Close Change
Level 194.41 193.41 193.92 -0.36
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 417 60 477  
Open Interest 11,275 9,988 21,263  
  High Low Close Change
Level 99.17 98.66 98.84 -0.17
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 76 37 113  
Open Interest 178,555 359,269 537,824  
  High Low Close Change
Level 104.90 104.65 104.76 -0.15
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 29 0 29  
Open Interest 536 1,462 1,998  
  High Low Close Change
Level 122.05 121.36 121.50 -0.47
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 47 0 47  
Open Interest 3,001 9,879 12,880  
  High Low Close Change
Level 198.10 197.02 197.12 -0.87
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 367 91 458  
  High Low Close Change
Level 133.94 133.28 133.65 -0.31
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,498 616 2,114  
  High Low Close Change
Level 53.72 53.51 53.63 -0.08
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 1 1  
Open Interest 412 122 534  
  High Low Close Change
Level 101.37 101.20 101.24 -0.60
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 150 649 799  
Open Interest 75,422 84,490 159,912  
  High Low Close Change
Level 110.51 110.02 110.27 -0.33