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, August 13, 2019


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.93
Index Put/Call Ratio 1.03
Exchange Traded Products Put/Call Ratio 1.22
Equity Put/Call Ratio 0.66
CBOE Volatility Index (VIX) Put/Call Ratio 0.29
Sum of All Products
  Call Put Total  
Volume 2,389,166 2,222,536 4,611,702  
Open Interest 154,275,273 157,382,389 311,657,662  
Index Options
  Call Put Total  
Volume 1,056,173 1,092,899 2,149,072  
Exchange Traded Products
  Call Put Total  
Volume 448,818 545,713 994,531  
Equity Options
  Call Put Total  
Volume 884,175 583,924 1,468,099  

Equity LEAPS
  Call Put Total  
Volume 19,632 12,775 32,407  
Open Interest 10,882,692 11,127,708 22,010,400  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 447,216 588,510 1,035,726  
Open Interest 7,840,542 8,747,272 16,587,814  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,420.58 1,451.40 1,419.35 1,443.50
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
22.08 22.29 17.49 17.49
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
19.94 19.97 18.49 18.69
VXTH - CBOE VIX Tail Hedge Index
      Close
      244.88
LOVOL - CBOE Low Volatility Index
Open High Low Close
231.07 233.28 230.79 231.90
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
930.33 943.67 929.91 939.39
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,132.09 2,178.98 2,130.25 2,166.68
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
640.46 658.40 640.08 654.63
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
340.17 347.42 339.71 345.53
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
268.08 273.77 268.03 271.71
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,858.49 1,899.09 1857.00 1,889.11
VIX - CBOE Volatility Index
Open High Low Close
21.28 21.64 17.52 17.52
VVIX - CBOE VVIX Index
Open High Low Close
109.47 109.47 99.86 102.21
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.35 21.96 8.45 21.96
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.59 27.11 21.60 23.05
VXD - CBOE DJIA Volatility Index
Open High Low Close
20.83 25.75 15.55 17.65
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
23.77 24.05 20.26 20.71
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
22.00 22.00 18.76 19.06
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
25.21 25.38 21.61 21.82
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      69.75
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.70 5.72 5.03 5.38
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
34.43 35.06 32.24 33.19
GVZ - CBOE Gold Volatility Index
Open High Low Close
18.46 24.59 13.80 17.92
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
6.31 12.35 5.13 6.44
VPD - CBOE VIX Premium Strategy Index
      Close
      413.42
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      370.83
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
48.45 61.97 40.13 48.45
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
45.21 45.21 40.33 41.32
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 19 19  
Open Interest 4,854 7,348 12,202  
  High Low Close Change
Level 1,835.63 1,823.10 1,829.79 -8.57
MSCI Emerging Markets Index - (MXEF)
  Call Put Total  
Volume 7,839 43 7,882  
Open Interest 18,552 8,123 26,675  
  High Low Close Change
Level 974.30 961.49 968.87 -4.46
FTSE 100 Mini-Index - (UKXM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 727.85 716.80 725.09 2.42
CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 635,589 186,863 822,452  
Open Interest 7,570,926 2,661,342 10,232,268  
  High Low Close Change
Level 21.64 17.52 17.52 -3.57
CBOE Volatility Index Weeklys - (VIXW)
  Call Put Total  
Volume 26,634 3,643 30,277  
Open Interest 91,496 15,177 106,673  
  High Low Close Change
Level 21.64 17.52 17.52 -3.57
S&P 500 Index - PM Settled (SPXW)
  Call Put Total  
Volume 198,476 462,579 661,055  
Open Interest 1,288,947 3,327,123 4,616,070  
  High Low Close Change
Level 2,943.31 2,877.05 2,926.32 43.23
S&P 500 Index - PM Settled Monday Weeklys (SPXW)
  Call Put Total  
Volume 11,279 20,352 31,631  
Open Interest 56,923 137,674 194,597  
  High Low Close Change
Level 2,943.31 2,877.05 2,926.32 43.23
S&P 500 Index - PM Settled Wednesday Weeklys (SPXW)
  Call Put Total  
Volume 96,787 168,804 265,591  
Open Interest 141,577 542,602 684,179  
  High Low Close Change
Level 2,943.31 2,877.05 2,926.32 43.23
S&P 500 Index - PM Settled Friday (Nonstandard) Weeklys (SPXW)
  Call Put Total  
Volume 35,420 126,511 161,931  
Open Interest 360,667 868,013 1,228,680  
  High Low Close Change
Level 2,943.31 2,877.05 2,926.32 43.23
S&P 500 Index - PM Settled End-Of-Months (SPXW)
  Call Put Total  
Volume 21,141 75,654 96,795  
Open Interest 514,898 1,381,102 1,896,000  
  High Low Close Change
Level 2,943.31 2,877.05 2,926.32 43.23
S&P 500 Index - PM Settled Standard Third-Friday Expiration (SPXW)
  Call Put Total  
Volume 33,849 71,258 105,107  
Open Interest 214,882 397,732 612,614  
  High Low Close Change
Level 2,943.31 2,877.05 2,926.32 43.23
S&P 500 Index (SPX)
  Call Put Total  
Volume 201,092 415,782 616,874  
Open Interest 4,162,558 8,037,741 12,200,299  
  High Low Close Change
Level 2,943.31 2,877.05 2,926.32 43.23
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 729 3,900 4,629  
Open Interest 730,818 335,765 1,066,583  
  High Low Close Change
Level 294.33 287.71 292.63 4.36
Mini-SPX Index Weeklys (Note: No Weeklys are listed the 2nd Friday of a month)
  Call Put Total  
Volume 262 2,335 2,597  
Open Interest 480,250 94,616 574,866  
  High Low Close Change
Level 294.33 287.71 292.63 4.36
SPDR Options - (SPY)
  Call Put Total  
Volume 124,777 248,287 373,064  
Open Interest 7,129,215 13,052,372 20,181,587  
  High Low Close Change
Level 294.15 287.36 292.55 4.60
SPDR Options LEAPS
  Call Put Total  
Volume 786 1,328 2,114  
Open Interest 468,009 957,222 1,425,231  
  High Low Close Change
Level 294.15 287.36 292.55 4.60
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 78,421 105,340 183,761  
Open Interest 907,931 1,827,218 2,735,149  
  High Low Close Change
Level 294.15 287.36 292.55 4.60
S&P 100 Index - (OEX)
  Call Put Total  
Volume 644 1,041 1,685  
Open Interest 4,423 6,269 10,692  
  High Low Close Change
Level 1,300.04 1,270.39 1,292.61 20.21
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 214 273 487  
  High Low Close Change
Level 1,300.04 1,270.39 1,292.61 20.21
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 117 46 163  
Open Interest 211 732 943  
  High Low Close Change
Level 1,300.04 1,270.39 1,292.61 20.21
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 2 5 7  
Open Interest 1,095 506 1,601  
  High Low Close Change
Level 1,300.04 1,270.39 1,292.61 20.40
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 170 18 188  
  High Low Close Change
Level 1,300.04 1,270.39 1,292.61 20.40
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 0 4 4  
Open Interest 21 59 80  
  High Low Close Change
Level 1,300.04 1,270.39 1,292.61 20.40
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 22,692 15,275 37,967  
Open Interest 2,129,203 1,115,544 3,244,747  
  High Low Close Change
Level 143.28 139.35 141.78 -0.85
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 24,025 99,863 123,888  
Open Interest 2,440,560 4,539,793 6,980,353  
  High Low Close Change
Level 189.68 184.02 188.39 4.04
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 62 63 125  
Open Interest 99,941 307,532 407,473  
  High Low Close Change
Level 189.68 184.02 188.39 4.04
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 6,600 15,688 22,288  
Open Interest 232,241 404,907 637,148  
  High Low Close Change
Level 189.68 184.02 188.39 4.04
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,257 794 2,051  
  High Low Close Change
Level 130.25 127.26 129.57 2.14
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 3,115 5,067 8,182  
Open Interest 263,169 229,395 492,564  
  High Low Close Change
Level 264.63 258.63 263.17 3.92
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 201 29 230  
Open Interest 11,631 15,121 26,752  
  High Low Close Change
Level 264.63 258.63 263.17 3.92
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 901 1,581 2,482  
Open Interest 43,891 32,368 76,259  
  High Low Close Change
Level 264.63 258.63 263.17 3.92
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 733 2,085 2,818  
Open Interest 46,731 49,802 96,533  
  High Low Close Change
Level 264.27 258.33 262.80 3.82
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 3 0 3  
Open Interest 6,821 12,994 19,815  
  High Low Close Change
Level 264.27 258.33 262.80 3.82
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 50 64 114  
  High Low Close Change
Level 88.41 86.57 87.89 0.70
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 8,755 17,264 26,019  
Open Interest 1,479,258 3,153,215 4,632,473  
  High Low Close Change
Level 151.79 147.67 150.27 1.60
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 12 13 25  
Open Interest 79,823 342,719 422,542  
  High Low Close Change
Level 151.79 147.67 150.27 1.60
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 1,253 2,167 3,420  
Open Interest 169,780 295,428 465,208  
  High Low Close Change
Level 151.79 147.67 150.27 1.60
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 9,337 15,399 24,736  
Open Interest 161,151 383,414 544,565  
  High Low Close Change
Level 1,522.77 1490.00 1,510.58 16.12
Russell 1000 Index - (RUI)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,628.95 1,593.33 1,619.93 23.29
Russell 1000 Growth Index - (RLG)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,613.55 1,575.16 1,606.22 28.26
Russell 1000 Value Index - (RLV)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,232.73 1,208.27 1,224.61 13.43
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 180 388 568  
Open Interest 30,390 47,811 78,201  
  High Low Close Change
Level 106.66 106.24 106.26 -0.37
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,192 9,135 11,327  
  High Low Close Change
Level 106.66 106.24 106.26 -0.37
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 138 10 148  
Open Interest 22,807 3,892 26,699  
  High Low Close Change
Level 15.39 15.13 15.18 -0.06
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 198 256 454  
  High Low Close Change
Level 14.98 14.68 14.94 0.26
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,750 759 3,509  
  High Low Close Change
Level 15.23 14.84 15.19 0.33
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 60 0 60  
Open Interest 814 172 986  
  High Low Close Change
Level 9.90 9.39 9.88 0.45
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 2 0 2  
  High Low Close Change
Level 25.27 24.57 24.80 -0.15
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 57 4 61  
  High Low Close Change
Level 46.47 45.18 45.93 -0.26
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 10 10  
Open Interest 357 887 1,244  
  High Low Close Change
Level 15.12 14.58 15.03 0.29
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 586 398 984  
Open Interest 143,379 77,524 220,903  
  High Low Close Change
Level 18.90 18.41 18.69 0.35
United States Oil Fund - (USO)
  Call Put Total  
Volume 5,666 9,456 15,122  
Open Interest 942,906 1,173,657 2,116,563  
  High Low Close Change
Level 11.93 11.31 11.87 0.51
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 2,264 660 2,924  
Open Interest 1,298,255 2,993,600 4,291,855  
  High Low Close Change
Level 63.20 62.26 63.03 0.61
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 82 70 152  
  High Low Close Change
Level 153.54 152.19 153.05 0.40
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 452 289 741  
Open Interest 90,746 143,271 234,017  
  High Low Close Change
Level 106.40 103.83 105.38 1.22
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 188 206 394  
  High Low Close Change
Level 31.86 30.97 31.55 0.30
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 74 97 171  
  High Low Close Change
Level 194.41 190.71 193.38 2.46
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 8 46 54  
Open Interest 2,617 3,375 5,992  
  High Low Close Change
Level 98.34 96.22 97.69 1.16
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 126 212 338  
Open Interest 55,012 344,829 399,841  
  High Low Close Change
Level 112.88 112.14 112.44 -0.40
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 20 5 25  
Open Interest 11,434 2,277 13,711  
  High Low Close Change
Level 116.53 113.36 115.07 0.96
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 2 13 15  
Open Interest 2,112 17,384 19,496  
  High Low Close Change
Level 198.48 193.38 197.00 2.50
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 344 130 474  
  High Low Close Change
Level 144.01 140.55 143.31 2.09
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,831 3,460 5,291  
  High Low Close Change
Level 55.57 54.32 55.20 0.68
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 35 44 79  
  High Low Close Change
Level 109.82 105.74 108.74 2.35
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 277 214 491  
Open Interest 65,657 101,970 167,627  
  High Low Close Change
Level 119.50 116.01 118.49 2.02
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 34,042 19,013 53,055  
Open Interest 808,839 857,498 1,666,337  
  High Low Close Change
Level 29.40 26.71 26.73 -2.13
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 9 0 9  
Open Interest 2,985 4,904 7,889  
  High Low Close Change
Level 19.65 18.63 18.68 -0.62