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 Friday, January 11, 2019


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.08
Index Put/Call Ratio 1.31
Exchange Traded Products Put/Call Ratio 1.35
Equity Put/Call Ratio 0.77
CBOE Volatility Index (VIX) Put/Call Ratio 0.58
Sum of All Products
  Call Put Total  
Volume 2,515,122 2,709,313 5,224,435  
Open Interest 169,854,421 154,746,475 324,600,896  
Index Options
  Call Put Total  
Volume 972,411 1,275,173 2,247,584  
Exchange Traded Products
  Call Put Total  
Volume 434,431 585,035 1,019,466  
Equity Options
  Call Put Total  
Volume 1,108,280 849,105 1,957,385  

Equity LEAPS
  Call Put Total  
Volume 52,468 26,561 79,029  
Open Interest 19,509,649 17,160,614 36,670,263  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 759,474 797,104 1,556,578  
Open Interest 9,333,972 9,926,649 19,260,621  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,332.85 1,334.07 1,332.44 1,334.06
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
18.64 18.76 15.88 16.10
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
21.06 21.11 20.30 20.35
VXTH - CBOE VIX Tail Hedge Index
      Close
      221.96
LOVOL - CBOE Low Volatility Index
Open High Low Close
206.77 207.44 206.44 207.44
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
831.22 834.11 829.63 834.07
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,943.27 1,946.99 1,942.52 1,946.99
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
594.61 595.43 594.57 595.41
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
322.58 322.77 322.08 322.77
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
243.49 244.17 243.47 243.99
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,768.50 1,769.98 1,768.21 1,769.94
VIX - CBOE Volatility Index
Open High Low Close
19.68 20.16 18.12 18.19
VVIX - CBOE VVIX Index
Open High Low Close
87.34 87.91 83.55 83.85
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.65 20.73 16.06 16.20
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.57 21.57 19.89 20.24
VXD - CBOE DJIA Volatility Index
Open High Low Close
19.66 24.73 18.85 18.96
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
23.60 23.84 21.28 21.74
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
21.87 21.97 19.41 19.45
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
26.56 26.66 24.72 24.78
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      70.61
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.27 4.27 3.97 4.02
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
42.11 43.29 40.62 40.99
GVZ - CBOE Gold Volatility Index
Open High Low Close
10.88 11.00 10.58 11.00
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
6.96 7.59 6.86 7.01
VPD - CBOE VIX Premium Strategy Index
      Close
      363.49
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      328.96
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
47.97 55.75 46.08 48.37
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
47.63 50.54 45.91 49.38
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 823 846 1,669  
Open Interest 5,812 6,858 12,670  
  High Low Close Change
Level 1,788.06 1,780.56 1,786.13 -0.92
MSCI Emerging Markets Index - (MXEF)
  Call Put Total  
Volume 672 706 1,378  
Open Interest 22,724 12,422 35,146  
  High Low Close Change
Level 1,001.73 999.14 1,001.11 2.44
FTSE 100 Mini-Index - (UKXM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 700.17 690.28 691.82 -2.47
CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 358,403 209,362 567,765  
Open Interest 6,412,674 2,215,256 8,627,930  
  High Low Close Change
Level 20.16 18.12 18.19 -1.31
CBOE Volatility Index Weeklys - (VIXW)
  Call Put Total  
Volume 6,795 336 7,131  
Open Interest 108,585 2,334 110,919  
  High Low Close Change
Level 20.16 18.12 18.19 -1.31
S&P 500 Index - PM Settled (SPXW)
  Call Put Total  
Volume 279,457 466,133 745,590  
Open Interest 1,577,644 3,103,532 4,681,176  
  High Low Close Change
Level 2,596.27 2,577.40 2,596.26 -0.38
S&P 500 Index - PM Settled Monday Weeklys (SPXW)
  Call Put Total  
Volume 26,768 50,945 77,713  
Open Interest 73,462 104,169 177,631  
  High Low Close Change
Level 2,596.27 2,577.40 2,596.26 -0.38
S&P 500 Index - PM Settled Wednesday Weeklys (SPXW)
  Call Put Total  
Volume 23,544 64,767 88,311  
Open Interest 99,380 182,697 282,077  
  High Low Close Change
Level 2,596.27 2,577.40 2,596.26 -0.38
S&P 500 Index - PM Settled Friday (Nonstandard) Weeklys (SPXW)
  Call Put Total  
Volume 188,121 270,605 458,726  
Open Interest 625,769 1,410,138 2,035,907  
  High Low Close Change
Level 2,596.27 2,577.40 2,596.26 -0.38
S&P 500 Index - PM Settled End-Of-Months (SPXW)
  Call Put Total  
Volume 22,381 33,152 55,533  
Open Interest 550,176 1,078,318 1,628,494  
  High Low Close Change
Level 2,596.27 2,577.40 2,596.26 -0.38
S&P 500 Index - PM Settled Standard Third-Friday Expiration (SPXW)
  Call Put Total  
Volume 18,643 46,664 65,307  
Open Interest 228,857 328,210 557,067  
  High Low Close Change
Level 2,596.27 2,577.40 2,596.26 -0.38
S&P 500 Index (SPX)
  Call Put Total  
Volume 319,377 576,070 895,447  
Open Interest 4,664,858 6,754,816 11,419,674  
  High Low Close Change
Level 2,596.27 2,577.40 2,596.26 -0.38
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 685 1,499 2,184  
Open Interest 89,887 319,510 409,397  
  High Low Close Change
Level 259.63 257.74 259.63 -0.03
Mini-SPX Index Weeklys (Note: No Weeklys are listed the 2nd Friday of a month)
  Call Put Total  
Volume 504 898 1,402  
Open Interest 42,673 182,092 224,765  
  High Low Close Change
Level 259.63 257.74 259.63 -0.03
SPDR Options - (SPY)
  Call Put Total  
Volume 164,426 252,880 417,306  
Open Interest 7,956,300 11,487,424 19,443,724  
  High Low Close Change
Level 259.01 257.03 258.98 0.10
SPDR Options LEAPS
  Call Put Total  
Volume 753 2,839 3,592  
Open Interest 656,945 1,129,393 1,786,338  
  High Low Close Change
Level 259.01 257.03 258.98 0.10
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 96,203 149,234 245,437  
Open Interest 1,354,867 2,051,125 3,405,992  
  High Low Close Change
Level 259.01 257.03 258.98 0.10
S&P 100 Index - (OEX)
  Call Put Total  
Volume 509 2,168 2,677  
Open Interest 5,605 7,261 12,866  
  High Low Close Change
Level 1,149.35 1,141.03 1,149.35 -0.12
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 156 557 713  
  High Low Close Change
Level 1,149.35 1,141.03 1,149.35 -0.12
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 192 1,569 1,761  
Open Interest 845 2,004 2,849  
  High Low Close Change
Level 1,149.35 1,141.03 1,149.35 -0.12
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 36 1 37  
Open Interest 1,012 565 1,577  
  High Low Close Change
Level 1,149.35 1,141.03 1,149.35 -0.12
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 132 7 139  
  High Low Close Change
Level 1,149.35 1,141.03 1,149.35 -0.12
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 0 1 1  
Open Interest 72 51 123  
  High Low Close Change
Level 1,149.35 1,141.03 1,149.35 -0.12
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 7,230 5,118 12,348  
Open Interest 1,996,893 1,075,884 3,072,777  
  High Low Close Change
Level 122.05 121.66 121.80 0.21
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 33,344 97,288 130,632  
Open Interest 2,919,095 4,139,089 7,058,184  
  High Low Close Change
Level 160.86 159.79 160.69 -0.59
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 2,129 2,082 4,211  
Open Interest 158,281 225,990 384,271  
  High Low Close Change
Level 160.86 159.79 160.69 -0.59
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 11,919 11,431 23,350  
Open Interest 245,778 430,684 676,462  
  High Low Close Change
Level 160.86 159.79 160.69 -0.59
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 5 0 5  
Open Interest 936 6,279 7,215  
  High Low Close Change
Level 115.12 114.26 115.07 -0.01
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 513 524 1,037  
  High Low Close Change
Level 115.12 114.26 115.07 -0.01
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 4,701 4,484 9,185  
Open Interest 334,856 220,641 555,497  
  High Low Close Change
Level 239.94 237.96 239.88 -0.12
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 9 38 47  
Open Interest 77,863 23,821 101,684  
  High Low Close Change
Level 239.94 237.96 239.88 -0.12
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 2,059 1,142 3,201  
Open Interest 42,098 39,880 81,978  
  High Low Close Change
Level 239.94 237.96 239.88 -0.12
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 678 594 1,272  
Open Interest 54,060 61,628 115,688  
  High Low Close Change
Level 239.96 237.98 239.96 -0.06
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 1 1  
Open Interest 1,713 623 2,336  
  High Low Close Change
Level 239.96 237.98 239.96 -0.06
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 113 137 250  
  High Low Close Change
Level 89.07 88.43 88.73 -0.27
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 22,380 26,646 49,026  
Open Interest 1,682,605 2,671,943 4,354,548  
  High Low Close Change
Level 143.99 142.68 143.68 0.04
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 136 247 383  
Open Interest 115,966 361,765 477,731  
  High Low Close Change
Level 143.99 142.68 143.68 0.04
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 9,060 8,423 17,483  
Open Interest 224,817 234,487 459,304  
  High Low Close Change
Level 143.99 142.68 143.68 0.04
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 11,509 17,794 29,303  
Open Interest 188,528 244,114 432,642  
  High Low Close Change
Level 1,448.28 1,437.45 1,447.38 1.95
Russell 1000 Index - (RUI)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 2 2  
  High Low Close Change
Level 1,436.99 1,426.90 1,436.99 -0.11
Russell 1000 Growth Index - (RLG)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 4 4  
  High Low Close Change
Level 1,368.04 1,358.42 1,366.61 -3.12
Russell 1000 Value Index - (RLV)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 3 3  
  High Low Close Change
Level 1,133.73 1,124.59 1,133.73 2.37
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 200 214 414  
Open Interest 45,465 59,867 105,332  
  High Low Close Change
Level 109.77 109.47 109.52 -0.37
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 5,032 14,983 20,015  
  High Low Close Change
Level 109.77 109.47 109.52 -0.37
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 16 1 17  
Open Interest 39,260 11,998 51,258  
  High Low Close Change
Level 17.26 17.20 17.24 0.06
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 715 146 861  
  High Low Close Change
Level 15.53 15.39 15.47 0.08
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 29 0 29  
Open Interest 11,403 1,841 13,244  
  High Low Close Change
Level 15.41 15.27 15.32 -0.05
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 5 0 5  
Open Interest 4,366 2,075 6,441  
  High Low Close Change
Level 9.66 9.46 9.53 -0.16
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 39 26 65  
  High Low Close Change
Level 23.21 23.21 23.21 0.07
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 49 77 126  
  High Low Close Change
Level 39.73 39.65 39.68 0.06
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,509 253 1,762  
  High Low Close Change
Level 15.10 14.92 15.01 -0.09
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,825 1,854 5,679  
Open Interest 286,416 330,245 616,661  
  High Low Close Change
Level 26.25 25.06 26.09 1.34
United States Oil Fund - (USO)
  Call Put Total  
Volume 17,695 4,150 21,845  
Open Interest 2,190,212 1,697,706 3,887,918  
  High Low Close Change
Level 11.05 10.80 10.90 -0.20
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 2,249 9,462 11,711  
Open Interest 1,144,846 2,478,846 3,623,692  
  High Low Close Change
Level 61.16 60.85 61.03 -0.42
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 46 30 76  
  High Low Close Change
Level 135.41 134.30 134.99 -0.53
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 679 889 1,568  
Open Interest 72,520 133,991 206,511  
  High Low Close Change
Level 109.17 107.83 109.01 0.11
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 567 523 1,090  
  High Low Close Change
Level 33.95 33.55 33.85 -0.22
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 381 166 547  
  High Low Close Change
Level 184.85 183.20 184.85 0.57
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 4,092 5 4,097  
Open Interest 5,062 6,225 11,287  
  High Low Close Change
Level 92.54 92.00 92.39 -0.06
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 353 34 387  
Open Interest 218,639 298,044 516,683  
  High Low Close Change
Level 104.26 104.07 104.17 0.31
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 12 50 62  
Open Interest 1,746 1,409 3,155  
  High Low Close Change
Level 115.39 114.37 115.13 0.09
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 22 0 22  
Open Interest 3,159 15,003 18,162  
  High Low Close Change
Level 181.04 179.21 180.61 0.00
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 450 110 560  
  High Low Close Change
Level 119.73 118.77 119.63 -0.01
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,365 358 2,723  
  High Low Close Change
Level 48.96 48.58 48.93 0.05
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 10 0 10  
Open Interest 475 151 626  
  High Low Close Change
Level 98.78 98.11 98.48 -0.17
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 342 296 638  
Open Interest 74,356 87,431 161,787  
  High Low Close Change
Level 104.92 103.95 104.58 0.10
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 15,460 15,900 31,360  
Open Interest 1,055,679 1,350,010 2,405,689  
  High Low Close Change
Level 41.32 39.24 39.31 -1.34
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 127 293 420  
  High Low Close Change
Level 21.40 20.91 20.95 -0.23