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.

CBOE Market Statistics Summary Data

NOTE: Please note that, to the extent there is FLEX Options data posted below for prior trade dates, the data only includes data from FLEX Options trading on the CFLEX 2.0 system. Any questions about the data may be directed to the CBOE Help Desk at (866) 728-2263.

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CBOE Market Summary for Monday, March 20, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.06
Index Put/Call Ratio 1.35
Exchange Traded Products Put/Call Ratio 1.59
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.78
Sum of All Products
  Call Put Total  
Volume 1,989,135 2,105,991 4,095,126  
Open Interest 115,221,998 114,354,424 229,576,422  
Index Options
  Call Put Total  
Volume 794,163 1,071,857 1,866,020  
Exchange Traded Products
  Call Put Total  
Volume 280,958 445,856 726,814  
Equity Options
  Call Put Total  
Volume 914,014 588,278 1,502,292  

Equity LEAPS
  Call Put Total  
Volume 57,637 40,888 98,525  
Open Interest 24,248,769 23,086,733 47,335,502  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 648,912 688,036 1,336,948  
Open Interest 7,555,719 7,923,078 15,478,797  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,265.71 1,267.23 1,263.94 1,265.05
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.73 10.80 9.81 10.23
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.87 15.96 15.73 15.86
VXTH - CBOE VIX Tail Hedge Index
      Close
      206.26
LOVOL - CBOE Low Volatility Index
Open High Low Close
194.18 194.44 193.76 194.02
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
709.58 710.18 707.86 708.69
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1770.00 1,772.38 1,765.91 1,768.49
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
523.26 524.47 523.12 523.96
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
292.50 292.98 292.40 292.59
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
243.64 243.87 242.89 243.20
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,730.37 1,732.21 1,728.24 1,730.01
VIX - CBOE Volatility Index
Open High Low Close
11.71 11.72 11.03 11.34
VVIX - CBOE VVIX Index
Open High Low Close
79.87 80.13 75.78 77.16
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
9.83 9.98 8.99 9.84
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
15.11 15.70 14.72 15.49
VXD - CBOE DJIA Volatility Index
Open High Low Close
10.34 10.95 10.34 10.46
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.28 15.43 14.68 14.96
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
9.54 9.66 9.06 9.39
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
10.58 11.41 10.31 10.31
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.02 14.03 13.77 13.90
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      84.77
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.62 4.64 4.41 4.43
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
27.45 30.47 27.45 28.11
GVZ - CBOE Gold Volatility Index
Open High Low Close
10.80 11.67 10.80 11.35
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
6.44 7.51 6.44 7.35
VPD - CBOE VIX Premium Strategy Index
      Close
      355.16
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      333.06
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
45.58 46.96 44.53 46.23
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
53.07 55.51 52.77 55.51
CYX - CBOE China Index
Open High Low Close
881.66 888.15 881.35 887.79
*Third Party Advertisement
MSCI EAFE Index - (MXEA)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,069 1,731 3,800  
  High Low Close Change
Level 1,801.05 1,796.54 1,799.12 0.16
MSCI Emerging Markets Index - (MXEF)
  Call Put Total  
Volume 0 172 172  
Open Interest 209 1,715 1,924  
  High Low Close Change
Level 974.31 969.91 972.35 6.78
FTSE 100 Mini-Index - (UKXM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 743.21 740.03 742.98 0.48
FTSE China 50 Mini-Index - (FXTM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 176.81 176.32 176.81 1.52
FTSE Emerging Index - ( FTEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 491.87 489.24 490.99 3.23
CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 438,838 344,131 782,969  
Open Interest 8,659,610 3,391,873 12,051,483  
  High Low Close Change
Level 11.72 11.03 11.34 0.06
CBOE Volatility Index Weeklys - (VIX)
  Call Put Total  
Volume 31,113 2,008 33,121  
Open Interest 77,477 14,300 91,777  
  High Low Close Change
Level 11.72 11.03 11.34 0.06
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 115 0 115  
  High Low Close Change
Level 11.53 11.03 11.34 0.06
S&P 500 Index - (SPX)
  Call Put Total  
Volume 329,934 674,218 1,004,152  
Open Interest 4,056,443 8,030,837 12,087,280  
  High Low Close Change
Level 2,379.55 2,369.66 2,373.47 -4.78
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 2,176 4,225 6,401  
Open Interest 15,670 33,233 48,903  
  High Low Close Change
Level 2,379.55 2,369.66 2,373.47 -4.78
S&P 500 Index Weeklys
  Call Put Total  
Volume 149,734 330,125 479,859  
Open Interest 681,005 1,624,156 2,305,161  
  High Low Close Change
Level 2,379.55 2,369.66 2,373.47 -4.78
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 362 1,374 1,736  
Open Interest 64,359 247,190 311,549  
  High Low Close Change
Level 237.96 236.97 237.35 -0.48
Mini-SPX Index Weeklys (Note: No Weeklys are listed the 2nd Friday of a month)
  Call Put Total  
Volume 10 156 166  
Open Interest 167 2,748 2,915  
  High Low Close Change
Level 237.96 236.97 237.35 -0.48
SPDR Options - (SPY)
  Call Put Total  
Volume 81,837 189,252 271,089  
Open Interest 5,373,668 12,508,005 17,881,673  
  High Low Close Change
Level 237.36 236.32 236.77 -0.26
SPDR Options LEAPS
  Call Put Total  
Volume 865 2,429 3,294  
Open Interest 753,276 1,903,914 2,657,190  
  High Low Close Change
Level 237.36 236.32 236.77 -0.26
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 42,818 57,407 100,225  
Open Interest 720,979 1,371,526 2,092,505  
  High Low Close Change
Level 237.36 236.32 236.77 -0.26
S&P 100 Index - (OEX)
  Call Put Total  
Volume 1,031 1,109 2,140  
Open Interest 4,253 5,720 9,973  
  High Low Close Change
Level 1,056.31 1,051.96 1,053.44 -1.90
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 43 75 118  
  High Low Close Change
Level 1,056.31 1,051.96 1,053.44 -1.90
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 321 366 687  
Open Interest 1,270 920 2,190  
  High Low Close Change
Level 1,056.31 1,051.96 1,053.44 -1.90
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 719 102 821  
Open Interest 1,481 1,988 3,469  
  High Low Close Change
Level 1,056.31 1,051.96 1,053.44 -1.90
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 69 148 217  
  High Low Close Change
Level 1,056.31 1,051.96 1,053.44 -1.90
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 715 64 779  
Open Interest 56 64 120  
  High Low Close Change
Level 1,056.31 1,051.96 1,053.44 -1.90
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 4,342 3,936 8,278  
Open Interest 2,227,681 738,296 2,965,977  
  High Low Close Change
Level 117.60 117.20 117.57 0.52
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 10,989 84,815 95,804  
Open Interest 1,130,098 2,275,997 3,406,095  
  High Low Close Change
Level 132.11 131.46 131.87 0.12
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 174 373 547  
Open Interest 111,757 237,307 349,064  
  High Low Close Change
Level 132.11 131.46 131.87 0.12
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 5,298 10,568 15,866  
Open Interest 116,681 324,659 441,340  
  High Low Close Change
Level 132.11 131.46 131.87 0.12
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,220 1,270 4,490  
  High Low Close Change
Level 106.20 105.77 105.93 -0.15
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 331 724 1,055  
  High Low Close Change
Level 106.20 105.77 105.93 -0.15
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 0 0  
Open Interest 540 1,023 1,563  
  High Low Close Change
Level 542.63 540.02 541.33 0.45
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 16 393 409  
  High Low Close Change
Level 542.63 540.02 541.33 0.45
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 792 551 1,343  
Open Interest 26,836 28,456 55,292  
  High Low Close Change
Level 5,426.47 5,400.16 5,413.31 4.55
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 1,834 1,536 3,370  
Open Interest 216,629 206,246 422,875  
  High Low Close Change
Level 209.27 208.56 208.81 -0.05
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 19 125 144  
Open Interest 58,020 31,694 89,714  
  High Low Close Change
Level 209.27 208.56 208.81 -0.05
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 554 321 875  
Open Interest 21,319 14,208 35,527  
  High Low Close Change
Level 209.27 208.56 208.81 -0.05
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 354 2,411 2,765  
Open Interest 59,067 41,947 101,014  
  High Low Close Change
Level 209.55 208.86 209.06 -0.09
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 45 20 65  
Open Interest 10,635 8,320 18,955  
  High Low Close Change
Level 209.55 208.86 209.06 -0.09
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 46 236 282  
  High Low Close Change
Level 85.57 85.00 85.17 -0.40
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 16,399 41,643 58,042  
Open Interest 1,186,603 3,564,528 4,751,131  
  High Low Close Change
Level 138.52 137.37 137.86 -0.60
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 83 1,710 1,793  
Open Interest 150,189 322,658 472,847  
  High Low Close Change
Level 138.52 137.37 137.86 -0.60
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 2,968 10,004 12,972  
Open Interest 99,326 138,506 237,832  
  High Low Close Change
Level 138.52 137.37 137.86 -0.60
CBOE Russell 2000 Volatility Index - (RVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 1 0 1  
  High Low Close Change
Level 15.43 14.68 14.96 0.82
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 19,957 43,564 63,521  
Open Interest 157,977 311,307 469,284  
  High Low Close Change
Level 1,391.48 1,381.12 1,384.10 -7.42
Russell 1000 Index - (RUI)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,318.92 1,313.55 1,315.60 -3.01
Russell 1000 Growth Index - (RLG)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,147.27 1,142.13 1,144.45 -0.95
Russell 1000 Value Index - (RLV)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,144.03 1,138.75 1,139.99 -4.27
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 712 653 1,365  
Open Interest 108,903 91,962 200,865  
  High Low Close Change
Level 104.31 103.99 104.15 0.03
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 164 202 366  
Open Interest 20,427 23,869 44,296  
  High Low Close Change
Level 104.31 103.99 104.15 0.03
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 186 20 206  
Open Interest 23,698 8,406 32,104  
  High Low Close Change
Level 20.23 20.13 20.17 0.01
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 528 420 948  
  High Low Close Change
Level 16.58 16.41 16.44 -0.09
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 102 20 122  
Open Interest 23,197 8,403 31,600  
  High Low Close Change
Level 15.04 14.94 14.99 -0.01
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 38 71 109  
  High Low Close Change
Level 12.20 12.07 12.17 0.06
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,775 441 2,216  
  High Low Close Change
Level 8.54 8.46 8.51 0.00
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 99 52 151  
  High Low Close Change
Level 37.48 37.36 37.48 0.16
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 88 19 107  
  High Low Close Change
Level 27.11 27.06 27.09 0.05
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 396 110 506  
  High Low Close Change
Level 39.62 39.39 39.61 0.23
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 318 21 339  
  High Low Close Change
Level 14.63 14.53 14.55 -0.04
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,346 1,297 3,643  
Open Interest 228,099 252,427 480,526  
  High Low Close Change
Level 7.43 7.21 7.43 0.31
United States Oil Fund - (USO)
  Call Put Total  
Volume 4,604 4,194 8,798  
Open Interest 1,378,096 1,141,558 2,519,654  
  High Low Close Change
Level 10.36 10.22 10.27 -0.06
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,205 847 2,052  
Open Interest 830,320 1,475,424 2,305,744  
  High Low Close Change
Level 62.34 62.02 62.10 -0.13
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 23 0 23  
Open Interest 96 7 103  
  High Low Close Change
Level 129.53 127.92 128.25 -0.93
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 1,474 1,292 2,766  
Open Interest 41,663 57,388 99,051  
  High Low Close Change
Level 297.62 294.81 296.58 1.30
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 283 98 381  
  High Low Close Change
Level 38.53 38.17 38.48 -0.08
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 20 0 20  
Open Interest 387 203 590  
  High Low Close Change
Level 158.11 157.36 157.61 -0.34
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 14 2 16  
Open Interest 3,519 3,742 7,261  
  High Low Close Change
Level 92.49 91.86 92.05 -0.28
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 52 10 62  
Open Interest 76,198 59,971 136,169  
  High Low Close Change
Level 105.01 104.75 104.98 0.25
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 2 2  
Open Interest 1,652 4,064 5,716  
  High Low Close Change
Level 119.16 118.06 118.40 -0.83
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 84 13 97  
Open Interest 1,013 3,749 4,762  
  High Low Close Change
Level 162.87 161.40 162.13 -0.12
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 177 679 856  
  High Low Close Change
Level 104.53 104.00 104.24 -0.19
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 1 10 11  
Open Interest 1,566 174 1,740  
  High Low Close Change
Level 188.48 187.51 187.89 -0.50
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 1 1  
Open Interest 83 167 250  
  High Low Close Change
Level 79.00 78.44 78.46 -0.52
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 202 441 643  
Open Interest 43,063 131,896 174,959  
  High Low Close Change
Level 87.45 86.98 87.15 -0.21
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 33,166 14,046 47,212  
Open Interest 1,267,828 1,371,419 2,639,247  
  High Low Close Change
Level 15.84 15.60 15.81 0.00
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 2 2  
Open Interest 756 334 1,090  
  High Low Close Change
Level 27.57 27.36 27.47 -0.06