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, March 15, 2019


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.85
Index Put/Call Ratio 1.17
Exchange Traded Products Put/Call Ratio 0.90
Equity Put/Call Ratio 0.57
CBOE Volatility Index (VIX) Put/Call Ratio 0.73
Sum of All Products
  Call Put Total  
Volume 3,268,245 2,771,279 6,039,524  
Open Interest 147,130,168 151,132,131 298,262,299  
Index Options
  Call Put Total  
Volume 1,195,332 1,393,491 2,588,823  
Exchange Traded Products
  Call Put Total  
Volume 614,538 551,042 1,165,580  
Equity Options
  Call Put Total  
Volume 1,458,375 826,746 2,285,121  

Equity LEAPS
  Call Put Total  
Volume 86,089 52,232 138,321  
Open Interest 25,311,535 22,656,299 47,967,834  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 761,186 711,446 1,472,632  
Open Interest 7,384,540 8,700,382 16,084,922  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,390.69 1,391.30 1,389.35 1,390.32
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
12.39 12.43 11.18 11.22
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
16.38 16.38 16.05 16.24
VXTH - CBOE VIX Tail Hedge Index
      Close
      237.36
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,064.74 2,066.05 2,061.85 2,064.16
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
623.10 623.29 621.94 622.52
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
337.57 337.60 337.13 337.41
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
256.02 256.02 255.22 255.47
VIX - CBOE Volatility Index
Open High Low Close
13.21 13.28 12.50 12.88
VVIX - CBOE VVIX Index
Open High Low Close
82.18 83.93 80.51 82.94
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.21 12.08 10.65 11.74
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.48 21.03 15.39 15.39
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.39 17.44 13.22 13.81
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.68 15.80 14.88 15.33
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.58 12.69 11.77 12.14
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.65 15.65 14.55 15.12
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      62.52
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.76 3.76 3.76 3.76
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
27.22 28.39 25.68 26.27
GVZ - CBOE Gold Volatility Index
Open High Low Close
10.08 10.08 9.62 10.01
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.68 7.08 5.12 5.65
VPD - CBOE VIX Premium Strategy Index
      Close
      387.49
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      349.72
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
39.61 40.56 36.76 40.22
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
44.90 46.90 42.48 43.62
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 1,095 1,395 2,490  
Open Interest 5,063 6,291 11,354  
  High Low Close Change
Level 1,891.34 1,886.56 1,890.31 15.61
MSCI Emerging Markets Index - (MXEF)
  Call Put Total  
Volume 753 731 1,484  
Open Interest 18,921 7,071 25,992  
  High Low Close Change
Level 1,058.25 1,055.09 1,057.30 9.10
FTSE 100 Mini-Index - (UKXM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 724.33 718.54 722.83 4.29
CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 583,391 423,130 1,006,521  
Open Interest 8,474,198 2,527,674 11,001,872  
  High Low Close Change
Level 13.28 12.50 12.88 -0.62
CBOE Volatility Index Weeklys - (VIXW)
  Call Put Total  
Volume 34,853 1,198 36,051  
Open Interest 115,314 8,056 123,370  
  High Low Close Change
Level 13.28 12.50 12.88 -0.62
S&P 500 Index - PM Settled (SPXW)
  Call Put Total  
Volume 367,153 551,284 918,437  
Open Interest 1,492,972 3,433,943 4,926,915  
  High Low Close Change
Level 2,830.73 2,810.79 2,822.48 14.00
S&P 500 Index - PM Settled Monday Weeklys (SPXW)
  Call Put Total  
Volume 50,610 95,003 145,613  
Open Interest 68,105 148,782 216,887  
  High Low Close Change
Level 2,830.73 2,810.79 2,822.48 14.00
S&P 500 Index - PM Settled Wednesday Weeklys (SPXW)
  Call Put Total  
Volume 20,173 65,019 85,192  
Open Interest 59,217 159,643 218,860  
  High Low Close Change
Level 2,830.73 2,810.79 2,822.48 14.00
S&P 500 Index - PM Settled Friday (Nonstandard) Weeklys (SPXW)
  Call Put Total  
Volume 103,821 184,782 288,603  
Open Interest 364,677 1,043,881 1,408,558  
  High Low Close Change
Level 2,830.73 2,810.79 2,822.48 14.00
S&P 500 Index - PM Settled End-Of-Months (SPXW)
  Call Put Total  
Volume 82,769 98,746 181,515  
Open Interest 733,210 1,571,374 2,304,584  
  High Low Close Change
Level 2,830.73 2,810.79 2,822.48 14.00
S&P 500 Index - PM Settled Standard Third-Friday Expiration (SPXW)
  Call Put Total  
Volume 109,780 107,734 217,514  
Open Interest 267,763 510,263 778,026  
  High Low Close Change
Level 2,830.73 2,810.79 2,822.48 14.00
S&P 500 Index (SPX)
  Call Put Total  
Volume 181,152 384,620 565,772  
Open Interest 2,979,839 5,109,353 8,089,192  
  High Low Close Change
Level 2,830.73 2,810.79 2,822.48 14.00
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 12,469 6,064 18,533  
Open Interest 154,026 373,702 527,728  
  High Low Close Change
Level 283.07 281.08 282.25 1.40
Mini-SPX Index Weeklys (Note: No Weeklys are listed the 2nd Friday of a month)
  Call Put Total  
Volume 10,595 5,573 16,168  
Open Interest 71,784 176,679 248,463  
  High Low Close Change
Level 283.07 281.08 282.25 1.40
SPDR Options - (SPY)
  Call Put Total  
Volume 168,701 237,876 406,577  
Open Interest 5,687,560 13,947,127 19,634,687  
  High Low Close Change
Level 282.21 280.33 281.31 0.15
SPDR Options LEAPS
  Call Put Total  
Volume 2,554 22,242 24,796  
Open Interest 1,005,155 1,769,082 2,774,237  
  High Low Close Change
Level 282.21 280.33 281.31 0.15
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 57,914 64,062 121,976  
Open Interest 550,298 1,753,464 2,303,762  
  High Low Close Change
Level 282.21 280.33 281.31 0.15
S&P 100 Index - (OEX)
  Call Put Total  
Volume 882 2,532 3,414  
Open Interest 5,353 8,880 14,233  
  High Low Close Change
Level 1,250.83 1,241.48 1,247.48 6.71
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 3 3  
Open Interest 176 645 821  
  High Low Close Change
Level 1,250.83 1,241.48 1,247.48 6.71
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 228 705 933  
Open Interest 315 934 1,249  
  High Low Close Change
Level 1,250.83 1,241.48 1,247.48 6.71
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 180 217 397  
Open Interest 701 76,572 77,273  
  High Low Close Change
Level 1,250.83 1,241.48 1,247.48 6.71
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 135 8 143  
  High Low Close Change
Level 1,250.83 1,241.48 1,247.48 6.71
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 0 8 8  
Open Interest 14 30 44  
  High Low Close Change
Level 1,250.83 1,241.48 1,247.48 6.71
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 10,055 6,893 16,948  
Open Interest 1,648,624 1,152,074 2,800,698  
  High Low Close Change
Level 123.40 122.91 122.97 0.56
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 51,477 65,314 116,791  
Open Interest 3,261,498 4,946,675 8,208,173  
  High Low Close Change
Level 178.88 177.28 178.35 1.64
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 1,196 5,098 6,294  
Open Interest 281,880 585,336 867,216  
  High Low Close Change
Level 178.88 177.28 178.35 1.64
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 16,811 15,988 32,799  
Open Interest 193,758 356,890 550,648  
  High Low Close Change
Level 178.88 177.28 178.35 1.64
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,418 6,169 7,587  
  High Low Close Change
Level 125.77 124.82 125.42 0.66
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 970 526 1,496  
  High Low Close Change
Level 125.77 124.82 125.42 0.66
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 4,960 9,369 14,329  
Open Interest 242,522 258,109 500,631  
  High Low Close Change
Level 259.15 256.33 258.34 0.80
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 53 5 58  
Open Interest 79,915 33,603 113,518  
  High Low Close Change
Level 259.15 256.33 258.34 0.80
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 1,475 3,350 4,825  
Open Interest 17,995 32,007 50,002  
  High Low Close Change
Level 259.15 256.33 258.34 0.80
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,755 1,144 2,899  
Open Interest 28,123 38,507 66,630  
  High Low Close Change
Level 259.28 256.50 258.49 1.39
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 1 5 6  
Open Interest 3,379 3,055 6,434  
  High Low Close Change
Level 259.28 256.50 258.49 1.39
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 154 49 203  
  High Low Close Change
Level 95.17 94.45 94.57 0.12
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 15,344 23,878 39,222  
Open Interest 1,395,818 3,440,768 4,836,586  
  High Low Close Change
Level 155.87 154.33 154.76 0.41
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 43 80 123  
Open Interest 188,883 555,467 744,350  
  High Low Close Change
Level 155.87 154.33 154.76 0.41
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 5,518 6,177 11,695  
Open Interest 69,344 134,165 203,509  
  High Low Close Change
Level 155.87 154.33 154.76 0.41
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 7,509 20,939 28,448  
Open Interest 105,399 216,587 321,986  
  High Low Close Change
Level 1,563.59 1,550.13 1,553.54 3.90
Russell 1000 Index - (RUI)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,568.79 1,557.84 1,564.23 7.26
Russell 1000 Growth Index - (RLG)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 1 1  
  High Low Close Change
Level 1,508.83 1,498.68 1,504.15 7.65
Russell 1000 Value Index - (RLV)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,224.07 1,215.99 1,220.63 5.12
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 530 438 968  
Open Interest 26,504 34,521 61,025  
  High Low Close Change
Level 108.23 107.88 108.04 0.18
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 5 1 6  
Open Interest 5,113 16,328 21,441  
  High Low Close Change
Level 108.23 107.88 108.04 0.18
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 130 170 300  
Open Interest 20,639 10,400 31,039  
  High Low Close Change
Level 16.68 16.45 16.68 0.21
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 208 33 241  
  High Low Close Change
Level 16.71 16.63 16.65 -0.06
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 3 0 3  
Open Interest 4,729 1,230 5,959  
  High Low Close Change
Level 15.98 15.83 15.92 0.00
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 992 391 1,383  
  High Low Close Change
Level 10.48 10.35 10.44 -0.02
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 24 0 24  
  High Low Close Change
Level 22.61 22.59 22.61 0.17
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 35 35 70  
  High Low Close Change
Level 40.08 40.00 40.00 0.20
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,316 172 1,488  
  High Low Close Change
Level 15.90 15.73 15.87 0.02
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,034 443 1,477  
Open Interest 199,939 154,700 354,639  
  High Low Close Change
Level 24.94 24.61 24.64 -0.44
United States Oil Fund - (USO)
  Call Put Total  
Volume 6,301 1,516 7,817  
Open Interest 947,734 721,550 1,669,284  
  High Low Close Change
Level 12.24 12.06 12.20 -0.02
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 111,944 4,673 116,617  
Open Interest 1,192,337 2,632,173 3,824,510  
  High Low Close Change
Level 65.24 64.92 65.22 0.70
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 1 0 1  
Open Interest 61 78 139  
  High Low Close Change
Level 148.86 147.27 148.45 0.63
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 804 428 1,232  
Open Interest 57,222 102,544 159,766  
  High Low Close Change
Level 114.34 113.14 114.20 1.21
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 518 424 942  
  High Low Close Change
Level 36.04 35.81 35.91 -0.04
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 10 0 10  
Open Interest 226 128 354  
  High Low Close Change
Level 195.27 193.90 194.97 1.05
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 250 20 270  
Open Interest 11,317 10,109 21,426  
  High Low Close Change
Level 99.41 98.74 99.18 0.34
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 198 40 238  
Open Interest 178,566 359,343 537,909  
  High Low Close Change
Level 105.17 104.97 105.09 0.33
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 4 0 4  
Open Interest 544 1,462 2,006  
  High Low Close Change
Level 122.67 121.45 121.74 0.24
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 71 57 128  
Open Interest 3,086 9,879 12,965  
  High Low Close Change
Level 199.23 197.36 197.84 0.72
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 42 0 42  
Open Interest 367 91 458  
  High Low Close Change
Level 134.82 133.69 134.25 0.60
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,505 641 2,146  
  High Low Close Change
Level 54.01 53.67 53.77 0.14
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 1 0 1  
Open Interest 412 116 528  
  High Low Close Change
Level 101.73 101.15 101.68 0.44
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 262 197 459  
Open Interest 69,280 88,943 158,223  
  High Low Close Change
Level 110.69 109.83 110.60 0.33