Cboe Daily Market Statistics

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Cboe Market Summary for Monday, February 11, 2019
Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.87
Index Put/Call Ratio 1.08
Exchange Traded Products Put/Call Ratio 1.08
Equity Put/Call Ratio 0.60
CBOE Volatility Index (VIX) Put/Call Ratio 0.49
Sum of All Products
  Call Put Total  
Volume 1,785,031 1,561,130 3,346,161  
Open Interest 130,526,763 133,843,845 264,370,608  
Index Options
  Call Put Total  
Volume 689,742 743,663 1,433,405  
Exchange Traded Products
  Call Put Total  
Volume 326,941 353,244 680,185  
Equity Options
  Call Put Total  
Volume 768,348 464,223 1,232,571  
Equity LEAPS
  Call Put Total  
Volume 52,752 17,795 70,547  
Open Interest 22,324,970 19,873,943 42,198,913  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 442,021 441,766 883,787  
Open Interest 6,016,544 7,471,526 13,488,070  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,360.65 1,361.21 1,360.01 1,361.07
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
14.72 15.47 14.56 14.67
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
17.80 18.05 17.76 17.85
VXTH - CBOE VIX Tail Hedge Index
      Close
      229.65
LOVOL - CBOE Low Volatility Index
Open High Low Close
214.71 214.87 214.13 214.44
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
868.52 869.28 864.92 866.70
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,998.12 1,999.53 1,993.50 1,995.91
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
609.71 610.06 609.11 609.60
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
329.17 329.78 328.99 329.13
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
249.75 250.39 249.75 250.25
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,797.05 1,797.28 1,795.79 1,796.88
VIX - CBOE Volatility Index
Open High Low Close
16.17 16.50 15.34 15.97
VVIX - CBOE VVIX Index
Open High Low Close
82.34 84.43 82.07 82.77
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
13.77 13.99 12.92 13.20
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.08 19.38 18.85 18.89
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.84 16.45 15.32 16.02
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.36 18.85 17.39 17.68
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.45 16.91 16.39 16.52
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
20.04 20.80 19.92 20.07
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      66.35
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.71 3.75 3.63 3.68
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
32.56 35.27 32.56 33.34
GVZ - CBOE Gold Volatility Index
Open High Low Close
9.89 10.39 9.89 10.18
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
6.53 7.16 6.53 6.81
VPD - CBOE VIX Premium Strategy Index
      Close
      372.76
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      336.98
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
40.10 42.91 40.10 42.31
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
46.21 48.95 45.58 48.29
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 1 3 4  
Open Interest 6,189 7,416 13,605  
  High Low Close Change
Level 1,808.54 1,804.49 1,806.26 1.53
MSCI Emerging Markets Index - (MXEF)
  Call Put Total  
Volume 1 1 2  
Open Interest 26,200 13,280 39,480  
  High Low Close Change
Level 1,037.91 1,034.42 1,035.41 -0.62
FTSE 100 Mini-Index - (UKXM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 714.78 707.12 712.91 5.79
CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 268,034 131,459 399,493  
Open Interest 6,748,544 2,066,508 8,815,052  
  High Low Close Change
Level 16.50 15.34 15.97 0.25
CBOE Volatility Index Weeklys - (VIXW)
  Call Put Total  
Volume 6,266 257 6,523  
Open Interest 32,836 8,233 41,069  
  High Low Close Change
Level 16.50 15.34 15.97 0.25
S&P 500 Index - PM Settled (SPXW)
  Call Put Total  
Volume 244,872 295,663 540,535  
Open Interest 1,371,802 2,865,388 4,237,190  
  High Low Close Change
Level 2,718.05 2,703.79 2,709.80 1.92
S&P 500 Index - PM Settled Monday Weeklys (SPXW)
  Call Put Total  
Volume 74,141 66,854 140,995  
Open Interest 66,724 174,933 241,657  
  High Low Close Change
Level 2,718.05 2,703.79 2,709.80 1.92
S&P 500 Index - PM Settled Wednesday Weeklys (SPXW)
  Call Put Total  
Volume 26,612 71,940 98,552  
Open Interest 103,432 188,893 292,325  
  High Low Close Change
Level 2,718.05 2,703.79 2,709.80 1.92
S&P 500 Index - PM Settled Friday (Nonstandard) Weeklys (SPXW)
  Call Put Total  
Volume 93,110 76,671 169,781  
Open Interest 474,503 974,421 1,448,924  
  High Low Close Change
Level 2,718.05 2,703.79 2,709.80 1.92
S&P 500 Index - PM Settled End-Of-Months (SPXW)
  Call Put Total  
Volume 32,465 46,477 78,942  
Open Interest 539,518 1,156,417 1,695,935  
  High Low Close Change
Level 2,718.05 2,703.79 2,709.80 1.92
S&P 500 Index - PM Settled Standard Third-Friday Expiration (SPXW)
  Call Put Total  
Volume 18,544 33,721 52,265  
Open Interest 187,625 370,724 558,349  
  High Low Close Change
Level 2,718.05 2,703.79 2,709.80 1.92
S&P 500 Index (SPX)
  Call Put Total  
Volume 165,231 293,588 458,819  
Open Interest 4,387,082 6,953,924 11,341,006  
  High Low Close Change
Level 2,718.05 2,703.79 2,709.80 1.92
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 200 4,707 4,907  
Open Interest 82,756 360,646 443,402  
  High Low Close Change
Level 271.81 270.38 270.98 0.19
Mini-SPX Index Weeklys (Note: No Weeklys are listed the 2nd Friday of a month)
  Call Put Total  
Volume 138 2,577 2,715  
Open Interest 23,350 172,946 196,296  
  High Low Close Change
Level 271.81 270.38 270.98 0.19
SPDR Options - (SPY)
  Call Put Total  
Volume 147,381 184,248 331,629  
Open Interest 6,665,149 12,411,945 19,077,094  
  High Low Close Change
Level 271.49 270.03 270.62 0.15
SPDR Options LEAPS
  Call Put Total  
Volume 995 1,157 2,152  
Open Interest 767,657 1,337,258 2,104,915  
  High Low Close Change
Level 271.49 270.03 270.62 0.15
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 104,650 116,886 221,536  
Open Interest 804,029 1,640,097 2,444,126  
  High Low Close Change
Level 271.49 270.03 270.62 0.15
S&P 100 Index - (OEX)
  Call Put Total  
Volume 253 666 919  
Open Interest 4,343 6,636 10,979  
  High Low Close Change
Level 1,194.67 1,187.11 1,189.59 -0.57
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 3 3  
Open Interest 176 588 764  
  High Low Close Change
Level 1,194.67 1,187.11 1,189.59 -0.57
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 31 50 81  
Open Interest 137 139 276  
  High Low Close Change
Level 1,194.67 1,187.11 1,189.59 -0.57
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 42 28 70  
Open Interest 678 527 1,205  
  High Low Close Change
Level 1,194.67 1,187.11 1,189.59 -0.57
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 132 7 139  
  High Low Close Change
Level 1,194.67 1,187.11 1,189.59 -0.57
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 8 16 24  
Open Interest 14 76 90  
  High Low Close Change
Level 1,194.67 1,187.11 1,189.59 -0.57
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 4,058 5,293 9,351  
Open Interest 1,439,800 952,100 2,391,900  
  High Low Close Change
Level 123.82 123.19 123.60 -0.61
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 19,563 32,281 51,844  
Open Interest 2,718,699 3,888,967 6,607,666  
  High Low Close Change
Level 169.58 167.98 168.40 -0.16
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 24 131 155  
Open Interest 211,715 305,580 517,295  
  High Low Close Change
Level 169.58 167.98 168.40 -0.16
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 2,581 14,215 16,796  
Open Interest 155,441 257,487 412,928  
  High Low Close Change
Level 169.58 167.98 168.40 -0.16
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,514 6,167 7,681  
  High Low Close Change
Level 119.82 119.10 119.35 -0.05
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 894 525 1,419  
  High Low Close Change
Level 119.82 119.10 119.35 -0.05
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 2,935 2,469 5,404  
Open Interest 259,827 227,950 487,777  
  High Low Close Change
Level 252.32 250.35 250.94 -0.38
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 70 31 101  
Open Interest 80,002 29,016 109,018  
  High Low Close Change
Level 252.32 250.35 250.94 -0.38
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 763 644 1,407  
Open Interest 23,843 24,983 48,826  
  High Low Close Change
Level 252.32 250.35 250.94 -0.38
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 357 824 1,181  
Open Interest 40,455 57,006 97,461  
  High Low Close Change
Level 251.97 250.09 250.53 -0.53
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 600 600  
Open Interest 2,538 850 3,388  
  High Low Close Change
Level 251.97 250.09 250.53 -0.53
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 124 154 278  
  High Low Close Change
Level 92.28 91.32 92.28 0.78
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 18,768 13,075 31,843  
Open Interest 1,240,737 2,924,770 4,165,507  
  High Low Close Change
Level 151.15 149.63 151.10 1.25
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 34 20 54  
Open Interest 144,569 415,640 560,209  
  High Low Close Change
Level 151.15 149.63 151.10 1.25
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 1,216 1,625 2,841  
Open Interest 75,081 144,534 219,615  
  High Low Close Change
Level 151.15 149.63 151.10 1.25
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 10,709 16,467 27,176  
Open Interest 150,555 237,576 388,131  
  High Low Close Change
Level 1,519.21 1,505.67 1,518.98 12.59
Russell 1000 Index - (RUI)
  Call Put Total  
Volume 0 0 0  
Open Interest 2 5 7  
  High Low Close Change
Level 1,508.16 1,500.86 1,504.08 1.62
Russell 1000 Growth Index - (RLG)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 4 4  
  High Low Close Change
Level 1,448.76 1,438.29 1,441.31 0.57
Russell 1000 Value Index - (RLV)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 2 2  
  High Low Close Change
Level 1,178.82 1,174.49 1,177.78 2.07
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 432 264 696  
Open Interest 24,023 38,649 62,672  
  High Low Close Change
Level 107.90 107.58 107.67 -0.42
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 1 37 38  
Open Interest 4,707 15,557 20,264  
  High Low Close Change
Level 107.90 107.58 107.67 -0.42
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 5 0 5  
Open Interest 12,892 13,550 26,442  
  High Low Close Change
Level 16.82 16.73 16.81 -0.02
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 170 22 192  
  High Low Close Change
Level 16.06 15.98 16.04 -0.21
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 5 0 5  
Open Interest 4,414 1,023 5,437  
  High Low Close Change
Level 15.43 15.31 15.40 -0.09
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,074 410 1,484  
  High Low Close Change
Level 9.74 9.56 9.71 -0.05
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 24 0 24  
  High Low Close Change
Level 23.31 23.28 23.28 -0.24
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 35 22 57  
  High Low Close Change
Level 40.30 40.11 40.22 -0.20
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,293 146 1,439  
  High Low Close Change
Level 15.07 14.90 15.04 -0.09
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 4,205 1,133 5,338  
Open Interest 270,025 188,770 458,795  
  High Low Close Change
Level 24.15 23.54 23.61 0.34
United States Oil Fund - (USO)
  Call Put Total  
Volume 4,856 2,928 7,784  
Open Interest 991,845 778,888 1,770,733  
  High Low Close Change
Level 11.06 10.77 11.01 -0.07
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 721 370 1,091  
Open Interest 1,023,977 2,180,868 3,204,845  
  High Low Close Change
Level 62.09 61.82 61.96 -0.06
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 2 0 2  
Open Interest 61 40 101  
  High Low Close Change
Level 141.74 140.69 141.06 -0.19
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 419 297 716  
Open Interest 48,468 99,008 147,476  
  High Low Close Change
Level 108.49 107.48 108.34 0.54
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 460 332 792  
  High Low Close Change
Level 34.45 33.96 34.39 0.19
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 1 0 1  
Open Interest 347 138 485  
  High Low Close Change
Level 189.85 188.77 189.17 -0.04
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 31 31  
Open Interest 7,718 6,257 13,975  
  High Low Close Change
Level 95.79 95.30 95.64 -0.01
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 212 196 408  
Open Interest 147,173 242,221 389,394  
  High Low Close Change
Level 104.54 104.37 104.45 -0.16
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 5 0 5  
Open Interest 1,828 1,443 3,271  
  High Low Close Change
Level 120.72 119.58 120.68 0.88
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 53 7 60  
Open Interest 2,950 11,842 14,792  
  High Low Close Change
Level 190.43 188.48 190.35 1.67
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 503 124 627  
  High Low Close Change
Level 129.87 129.10 129.50 0.41
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,796 496 3,292  
  High Low Close Change
Level 52.25 52.02 52.19 0.15
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 369 146 515  
  High Low Close Change
Level 99.79 99.40 99.61 0.25
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 311 2,029 2,340  
Open Interest 51,415 63,101 114,516  
  High Low Close Change
Level 107.75 107.16 107.32 0.19

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