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.

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Cboe Market Summary for Tuesday, September 10, 2019


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.84
Index Put/Call Ratio 1.07
Exchange Traded Products Put/Call Ratio 0.96
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.38
Sum of All Products
  Call Put Total  
Volume 2,303,690 1,932,614 4,236,304  
Open Interest 155,557,072 162,071,132 317,628,204  
Index Options
  Call Put Total  
Volume 721,822 771,221 1,493,043  
Exchange Traded Products
  Call Put Total  
Volume 430,140 414,347 844,487  
Equity Options
  Call Put Total  
Volume 1,151,728 747,046 1,898,774  

Equity LEAPS
  Call Put Total  
Volume 34,992 13,915 48,907  
Open Interest 12,600,655 12,781,242 25,381,897  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 717,830 725,445 1,443,275  
Open Interest 9,194,275 9,174,608 18,368,883  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,455.26 1,457.36 1,453.55 1,457.36
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
14.59 15.65 13.34 13.76
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
18.79 19.05 18.45 18.48
VXTH - CBOE VIX Tail Hedge Index
      Close
      243.39
LOVOL - CBOE Low Volatility Index
Open High Low Close
231.39 231.99 230.82 231.93
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
946.42 949.60 943.09 949.56
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,194.46 2,199.01 2,189.98 2,199.01
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
658.09 658.75 656.94 658.75
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
348.39 348.69 348.05 348.69
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
273.64 274.07 272.92 273.79
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,892.18 1,893.86 1,890.71 1,893.86
VIX - CBOE Volatility Index
Open High Low Close
15.53 16.52 15.11 15.20
VVIX - CBOE VVIX Index
Open High Low Close
95.65 97.00 93.64 94.12
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
12.56 12.75 11.94 12.08
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.63 18.09 17.48 17.73
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.95 16.92 15.26 15.38
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.13 20.67 19.38 19.44
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.89 16.89 15.24 15.34
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
20.02 20.73 19.46 19.57
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      72.84
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.85 5.12 4.47 5.11
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
33.20 34.06 32.88 33.55
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.80 16.26 12.71 14.62
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
6.06 7.28 6.01 6.38
VPD - CBOE VIX Premium Strategy Index
      Close
      431.05
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      385.99
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
49.67 49.67 35.49 35.88
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
43.16 46.70 42.76 44.09
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
38.49 38.49 38.49 38.49
*Third Party Advertisement
MSCI EAFE Index - (MXEA)
  Call Put Total  
Volume 0 44 44  
Open Interest 5,300 7,761 13,061  
  High Low Close Change
Level 1,885.21 1,878.48 1,884.30 1.15
MSCI Emerging Markets Index - (MXEF)
  Call Put Total  
Volume 10 1 11  
Open Interest 31,507 12,892 44,399  
  High Low Close Change
Level 1,009.26 1,005.18 1,008.13 -2.45
FTSE 100 Mini-Index - (UKXM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 727.02 719.99 726.80 3.22
CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 301,761 114,295 416,056  
Open Interest 6,149,229 2,179,310 8,328,539  
  High Low Close Change
Level 16.52 15.11 15.20 -0.07
CBOE Volatility Index Weeklys - (VIXW)
  Call Put Total  
Volume 15,511 3,869 19,380  
Open Interest 169,024 5,804 174,828  
  High Low Close Change
Level 16.52 15.11 15.20 -0.07
S&P 500 Index - PM Settled (SPXW)
  Call Put Total  
Volume 204,786 365,385 570,171  
Open Interest 1,316,874 3,315,646 4,632,520  
  High Low Close Change
Level 2,979.39 2,957.01 2,979.39 0.96
S&P 500 Index - PM Settled Monday Weeklys (SPXW)
  Call Put Total  
Volume 13,811 40,657 54,468  
Open Interest 63,428 172,149 235,577  
  High Low Close Change
Level 2,979.39 2,957.01 2,979.39 0.96
S&P 500 Index - PM Settled Wednesday Weeklys (SPXW)
  Call Put Total  
Volume 89,707 161,048 250,755  
Open Interest 113,155 417,550 530,705  
  High Low Close Change
Level 2,979.39 2,957.01 2,979.39 0.96
S&P 500 Index - PM Settled Friday (Nonstandard) Weeklys (SPXW)
  Call Put Total  
Volume 60,232 91,655 151,887  
Open Interest 464,724 1,125,147 1,589,871  
  High Low Close Change
Level 2,979.39 2,957.01 2,979.39 0.96
S&P 500 Index - PM Settled End-Of-Months (SPXW)
  Call Put Total  
Volume 12,398 44,629 57,027  
Open Interest 458,386 1,193,172 1,651,558  
  High Low Close Change
Level 2,979.39 2,957.01 2,979.39 0.96
S&P 500 Index - PM Settled Standard Third-Friday Expiration (SPXW)
  Call Put Total  
Volume 28,638 27,396 56,034  
Open Interest 217,181 407,628 624,809  
  High Low Close Change
Level 2,979.39 2,957.01 2,979.39 0.96
S&P 500 Index (SPX)
  Call Put Total  
Volume 183,590 258,671 442,261  
Open Interest 4,354,492 8,555,166 12,909,658  
  High Low Close Change
Level 2,979.39 2,957.01 2,979.39 0.96
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 7,512 7,738 15,250  
Open Interest 1,010,890 315,144 1,326,034  
  High Low Close Change
Level 297.94 295.70 297.94 0.10
Mini-SPX Index Weeklys (Note: No Weeklys are listed the 2nd Friday of a month)
  Call Put Total  
Volume 5,833 6,877 12,710  
Open Interest 797,591 81,438 879,029  
  High Low Close Change
Level 297.94 295.70 297.94 0.10
SPDR Options - (SPY)
  Call Put Total  
Volume 134,273 145,701 279,974  
Open Interest 7,487,737 13,842,578 21,330,315  
  High Low Close Change
Level 298.20 295.97 298.13 -0.07
SPDR Options LEAPS
  Call Put Total  
Volume 398 373 771  
Open Interest 532,723 1,182,692 1,715,415  
  High Low Close Change
Level 298.20 295.97 298.13 -0.07
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 71,418 89,241 160,659  
Open Interest 972,925 2,002,165 2,975,090  
  High Low Close Change
Level 298.20 295.97 298.13 -0.07
S&P 100 Index - (OEX)
  Call Put Total  
Volume 147 298 445  
Open Interest 4,487 6,240 10,727  
  High Low Close Change
Level 1,317.48 1,308.02 1,317.44 0.66
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 217 276 493  
  High Low Close Change
Level 1,317.48 1,308.02 1,317.44 0.66
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 69 83 152  
Open Interest 469 890 1,359  
  High Low Close Change
Level 1,317.48 1,308.02 1,317.44 0.66
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 3 2 5  
Open Interest 1,069 424 1,493  
  High Low Close Change
Level 1,317.48 1,308.02 1,317.44 0.66
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 170 18 188  
  High Low Close Change
Level 1,317.48 1,308.02 1,317.44 0.66
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 2 2 4  
Open Interest 19 60 79  
  High Low Close Change
Level 1,317.48 1,308.02 1,317.44 0.66
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 12,696 13,913 26,609  
Open Interest 2,157,474 1,186,040 3,343,514  
  High Low Close Change
Level 141.52 140.16 140.18 -1.21
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 19,946 46,397 66,343  
Open Interest 2,242,595 4,317,630 6,560,225  
  High Low Close Change
Level 190.74 188.91 190.64 -0.55
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 38 117 155  
Open Interest 125,127 341,911 467,038  
  High Low Close Change
Level 190.74 188.91 190.64 -0.55
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 12,103 16,029 28,132  
Open Interest 189,967 266,037 456,004  
  High Low Close Change
Level 190.74 188.91 190.64 -0.55
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,265 659 1,924  
  High Low Close Change
Level 132.22 131.33 132.22 0.05
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 6,279 6,087 12,366  
Open Interest 285,935 287,920 573,855  
  High Low Close Change
Level 269.42 267.55 269.39 0.59
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 594 53 647  
Open Interest 18,735 18,376 37,111  
  High Low Close Change
Level 269.42 267.55 269.39 0.59
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 1,743 1,786 3,529  
Open Interest 28,390 35,599 63,989  
  High Low Close Change
Level 269.42 267.55 269.39 0.59
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,773 2,341 4,114  
Open Interest 49,271 58,959 108,230  
  High Low Close Change
Level 269.09 267.17 269.09 0.73
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 7 15 22  
Open Interest 10,842 13,730 24,572  
  High Low Close Change
Level 269.09 267.17 269.09 0.73
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 4 0 4  
Open Interest 76 74 150  
  High Low Close Change
Level 90.54 88.34 90.34 1.84
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 37,177 29,516 66,693  
Open Interest 1,478,721 3,222,472 4,701,193  
  High Low Close Change
Level 153.95 150.89 153.85 1.94
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 41 64 105  
Open Interest 101,930 378,928 480,858  
  High Low Close Change
Level 153.95 150.89 153.85 1.94
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 9,983 11,456 21,439  
Open Interest 133,141 122,388 255,529  
  High Low Close Change
Level 153.95 150.89 153.85 1.94
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 22,240 22,446 44,686  
Open Interest 175,633 387,286 562,919  
  High Low Close Change
Level 1,543.63 1,516.56 1,542.99 18.76
Russell 1000 Index - (RUI)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,646.30 1,633.65 1,646.30 0.50
Russell 1000 Growth Index - (RLG)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,615.87 1,594.24 1,609.53 -7.96
Russell 1000 Value Index - (RLV)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,263.06 1,254.15 1,263.05 7.22
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 139 159 298  
Open Interest 34,668 46,804 81,472  
  High Low Close Change
Level 105.03 104.85 104.93 -0.09
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 1 1  
Open Interest 2,592 10,143 12,735  
  High Low Close Change
Level 105.03 104.85 104.93 -0.09
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 120 779 899  
Open Interest 26,436 8,623 35,059  
  High Low Close Change
Level 15.08 14.86 15.08 0.24
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 222 3,751 3,973  
  High Low Close Change
Level 15.11 14.89 15.08 0.14
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 179 179  
Open Interest 2,930 1,194 4,124  
  High Low Close Change
Level 15.40 15.26 15.28 0.02
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 656 266 922  
  High Low Close Change
Level 10.13 9.88 9.92 -0.07
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 17 3 20  
  High Low Close Change
Level 26.48 26.31 26.31 0.01
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 46 16 62  
  High Low Close Change
Level 45.71 45.39 45.50 -0.29
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 150 150  
Open Interest 356 897 1,253  
  High Low Close Change
Level 15.42 15.26 15.30 0.02
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 882 1,094 1,976  
Open Interest 143,980 83,514 227,494  
  High Low Close Change
Level 22.68 22.30 22.40 -0.08
United States Oil Fund - (USO)
  Call Put Total  
Volume 3,682 2,562 6,244  
Open Interest 918,381 1,120,652 2,039,033  
  High Low Close Change
Level 12.22 11.90 11.98 -0.10
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 335 255 590  
Open Interest 1,397,515 2,916,670 4,314,185  
  High Low Close Change
Level 64.88 64.47 64.83 0.11
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 10 4 14  
Open Interest 117 52 169  
  High Low Close Change
Level 157.50 156.26 157.40 0.03
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 463 580 1,043  
Open Interest 78,175 132,098 210,273  
  High Low Close Change
Level 103.03 100.58 102.98 1.15
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 3 0 3  
Open Interest 769 349 1,118  
  High Low Close Change
Level 33.17 32.45 32.70 0.37
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 109 54 163  
  High Low Close Change
Level 190.76 187.14 190.76 0.68
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 45 63 108  
Open Interest 3,723 3,518 7,241  
  High Low Close Change
Level 101.90 100.77 101.87 1.00
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 61 105 166  
Open Interest 29,822 396,153 425,975  
  High Low Close Change
Level 112.62 111.88 111.88 -0.82
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 221 15 236  
Open Interest 11,996 1,884 13,880  
  High Low Close Change
Level 120.57 118.37 120.55 1.96
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 11 11  
Open Interest 1,812 7,713 9,525  
  High Low Close Change
Level 197.58 193.16 197.32 1.87
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 299 131 430  
  High Low Close Change
Level 142.66 140.85 142.44 -0.96
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,383 3,368 5,751  
  High Low Close Change
Level 56.20 55.66 56.18 0.09
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 127 75 202  
  High Low Close Change
Level 116.59 115.50 116.59 -0.02
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 1,592 373 1,965  
Open Interest 92,653 132,536 225,189  
  High Low Close Change
Level 122.95 121.62 122.85 -0.49
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 15,589 3,947 19,536  
Open Interest 855,541 682,270 1,537,811  
  High Low Close Change
Level 25.18 24.34 24.43 -0.08
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 2 2  
Open Interest 2,364 3,779 6,143  
  High Low Close Change
Level 19.26 18.87 19.10 0.11