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 Thursday, April 20, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.90
Index Put/Call Ratio 0.87
Exchange Traded Products Put/Call Ratio 1.38
Equity Put/Call Ratio 0.68
CBOE Volatility Index (VIX) Put/Call Ratio 0.29
Sum of All Products
  Call Put Total  
Volume 2,601,658 2,350,162 4,951,820  
Open Interest 143,929,120 147,035,374 290,964,494  
Index Options
  Call Put Total  
Volume 1,210,469 1,051,841 2,262,310  
Exchange Traded Products
  Call Put Total  
Volume 506,179 698,047 1,204,226  
Equity Options
  Call Put Total  
Volume 885,010 600,274 1,485,284  

Equity LEAPS
  Call Put Total  
Volume 16,537 7,136 23,673  
Open Interest 5,110,655 4,294,980 9,405,635  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 448,133 562,400 1,010,533  
Open Interest 7,012,366 7,579,308 14,591,674  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,260.33 1,269.73 1,258.90 1,266.84
VXST - CBOE Short-term Volatility Index
Open High Low Close
15.69 16.79 14.66 15.83
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.04 16.13 15.70 15.76
VXTH - CBOE VIX Tail Hedge Index
      Close
      205.02
LOVOL - CBOE Low Volatility Index
Open High Low Close
193.38 193.84 193.34 193.40
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
700.52 704.56 700.01 703.13
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,751.71 1,764.55 1,749.40 1,760.53
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
528.91 530.14 528.64 529.96
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
288.53 291.22 288.40 290.51
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
245.20 247.06 244.83 246.93
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,723.91 1,736.78 1,721.77 1,732.84
VIX - CBOE Volatility Index
Open High Low Close
14.59 14.81 13.83 14.15
VVIX - CBOE VVIX Index
Open High Low Close
96.50 100.28 92.64 94.53
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
18.19 18.32 17.61 18.15
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.81 20.21 19.76 20.09
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.36 15.73 11.19 13.04
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.30 19.31 17.72 18.02
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.62 13.85 12.31 12.67
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.47 15.48 14.27 14.46
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.89 15.02 14.41 14.53
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      85.39
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.56 5.80 5.48 5.76
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.81 30.92 27.33 27.96
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.50 14.90 14.09 14.54
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
13.84 14.49 13.75 14.11
VPD - CBOE VIX Premium Strategy Index
      Close
      348.49
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      326.49
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
47.44 47.44 44.81 45.71
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
53.08 53.25 51.22 51.92
CYX - CBOE China Index
Open High Low Close
863.56 867.17 862.84 866.35
*Third Party Advertisement
MSCI EAFE Index - (MXEA)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,170 2,030 4,200  
  High Low Close Change
Level 1,785.18 1,778.11 1,783.67 8.86
MSCI Emerging Markets Index - (MXEF)
  Call Put Total  
Volume 0 225 225  
Open Interest 238 2,205 2,443  
  High Low Close Change
Level 959.17 957.41 958.45 5.53
FTSE 100 Mini-Index - (UKXM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 712.70 709.71 711.85 0.41
FTSE China 50 Mini-Index - (FXTM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 170.52 169.30 170.51 1.58
FTSE Emerging Index - ( FTEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 484.47 482.18 484.02 2.52
CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 585,239 167,475 752,714  
Open Interest 5,449,356 1,816,517 7,265,873  
  High Low Close Change
Level 14.81 13.83 14.15 -0.78
CBOE Volatility Index Weeklys - (VIX)
  Call Put Total  
Volume 63,546 5,475 69,021  
Open Interest 275,141 42,390 317,531  
  High Low Close Change
Level 14.81 13.83 14.15 -0.78
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 14.81 13.83 14.15 -0.78
S&P 500 Index - (SPX)
  Call Put Total  
Volume 540,835 823,181 1,364,016  
Open Interest 4,776,119 9,297,001 14,073,120  
  High Low Close Change
Level 2,361.37 2,340.91 2,355.84 17.67
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 17,605 13,747 31,352  
Open Interest 35,506 85,839 121,345  
  High Low Close Change
Level 2,361.37 2,340.91 2,355.84 17.67
S&P 500 Index Weeklys
  Call Put Total  
Volume 117,865 190,658 308,523  
Open Interest 559,203 1,171,478 1,730,681  
  High Low Close Change
Level 2,361.37 2,340.91 2,355.84 17.67
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 22,426 569 22,995  
Open Interest 67,872 338,691 406,563  
  High Low Close Change
Level 236.14 234.09 235.58 1.76
Mini-SPX Index Weeklys (Note: No Weeklys are listed the 2nd Friday of a month)
  Call Put Total  
Volume 11 31 42  
Open Interest 892 1,625 2,517  
  High Low Close Change
Level 236.14 234.09 235.58 1.76
SPDR Options - (SPY)
  Call Put Total  
Volume 204,391 410,105 614,496  
Open Interest 8,156,415 17,085,723 25,242,138  
  High Low Close Change
Level 235.84 233.78 235.34 1.90
SPDR Options LEAPS
  Call Put Total  
Volume 561 550 1,111  
Open Interest 442,875 830,016 1,272,891  
  High Low Close Change
Level 235.84 233.78 235.34 1.90
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 49,120 173,952 223,072  
Open Interest 1,052,779 1,733,378 2,786,157  
  High Low Close Change
Level 235.84 233.78 235.34 1.90
S&P 100 Index - (OEX)
  Call Put Total  
Volume 854 1,090 1,944  
Open Interest 8,611 10,574 19,185  
  High Low Close Change
Level 1,043.15 1,034.36 1,040.46 7.12
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 38 75 113  
  High Low Close Change
Level 1,043.15 1,034.36 1,040.46 7.12
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 337 78 415  
Open Interest 2,288 612 2,900  
  High Low Close Change
Level 1,043.15 1,034.36 1,040.46 7.12
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 510 57 567  
Open Interest 1,639 2,709 4,348  
  High Low Close Change
Level 1,043.15 1,034.36 1,040.46 7.12
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 69 149 218  
  High Low Close Change
Level 1,043.15 1,034.36 1,040.46 7.12
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 42 36 78  
Open Interest 143 190 333  
  High Low Close Change
Level 1,043.15 1,034.36 1,040.46 7.12
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 13,399 6,961 20,360  
Open Interest 2,543,062 1,039,297 3,582,359  
  High Low Close Change
Level 122.17 121.50 121.94 0.23
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 24,879 34,743 59,622  
Open Interest 1,693,999 2,752,699 4,446,698  
  High Low Close Change
Level 132.88 131.82 132.55 1.10
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 124 255 379  
Open Interest 13,653 24,264 37,917  
  High Low Close Change
Level 132.88 131.82 132.55 1.10
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 4,746 9,625 14,371  
Open Interest 186,719 353,783 540,502  
  High Low Close Change
Level 132.88 131.82 132.55 1.10
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,028 1,364 4,392  
  High Low Close Change
Level 104.55 103.66 104.28 0.74
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 333 725 1,058  
  High Low Close Change
Level 104.55 103.66 104.28 0.74
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 33 0 33  
Open Interest 569 1,034 1,603  
  High Low Close Change
Level 545.57 539.96 544.35 4.39
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 16 394 410  
  High Low Close Change
Level 545.57 539.96 544.35 4.39
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 3,481 2,406 5,887  
Open Interest 39,018 63,141 102,159  
  High Low Close Change
Level 5,455.88 5,413.32 5,443.53 43.89
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 2,551 7,407 9,958  
Open Interest 252,044 218,704 470,748  
  High Low Close Change
Level 206.21 204.17 205.70 1.85
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 2 55 57  
Open Interest 12,412 3,542 15,954  
  High Low Close Change
Level 206.21 204.17 205.70 1.85
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 645 1,330 1,975  
Open Interest 13,193 21,474 34,667  
  High Low Close Change
Level 206.21 204.17 205.70 1.85
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 2,469 1,985 4,454  
Open Interest 68,691 49,684 118,375  
  High Low Close Change
Level 206.30 204.07 205.79 1.75
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 43 0 43  
Open Interest 12,704 10,080 22,784  
  High Low Close Change
Level 206.30 204.07 205.79 1.75
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 79 244 323  
  High Low Close Change
Level 85.33 84.63 85.27 1.06
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 31,351 68,671 100,022  
Open Interest 1,737,809 4,800,150 6,537,959  
  High Low Close Change
Level 137.67 136.15 137.52 1.73
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 11 5 16  
Open Interest 42,040 79,083 121,123  
  High Low Close Change
Level 137.67 136.15 137.52 1.73
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 6,003 22,917 28,920  
Open Interest 82,960 285,889 368,849  
  High Low Close Change
Level 137.67 136.15 137.52 1.73
CBOE Russell 2000 Volatility Index - (RVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 40 0 40  
  High Low Close Change
Level 19.31 17.72 18.02 -1.73
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 36,817 40,886 77,703  
Open Interest 216,189 434,656 650,845  
  High Low Close Change
Level 1,384.58 1,368.39 1,384.15 17.02
Russell 1000 Index - (RUI)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,309.89 1,297.95 1,307.14 9.84
Russell 1000 Growth Index - (RLG)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,149.28 1,139.57 1,146.90 8.93
Russell 1000 Value Index - (RLV)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,125.22 1,115.52 1,122.82 8.15
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 1,377 3,587 4,964  
Open Interest 148,823 164,553 313,376  
  High Low Close Change
Level 104.40 103.82 103.84 0.00
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 12 900 912  
Open Interest 4,925 7,173 12,098  
  High Low Close Change
Level 104.40 103.82 103.84 0.00
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 124 144 268  
Open Interest 37,599 10,290 47,889  
  High Low Close Change
Level 19.53 19.21 19.23 -0.28
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 469 562 1,031  
  High Low Close Change
Level 15.91 15.80 15.91 0.29
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 175 0 175  
Open Interest 22,910 7,760 30,670  
  High Low Close Change
Level 15.24 15.11 15.14 -0.06
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 38 71 109  
  High Low Close Change
Level 12.71 12.59 12.63 -0.04
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 1 0 1  
Open Interest 2,087 541 2,628  
  High Low Close Change
Level 8.88 8.78 8.80 -0.03
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 94 52 146  
  High Low Close Change
Level 38.88 38.69 38.77 -0.01
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 147 19 166  
  High Low Close Change
Level 28.19 27.81 28.03 -0.17
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 395 123 518  
  High Low Close Change
Level 41.07 40.96 41.06 0.08
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 349 17 366  
  High Low Close Change
Level 14.75 14.61 14.65 -0.06
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,431 121 1,552  
Open Interest 253,837 312,248 566,085  
  High Low Close Change
Level 7.59 7.45 7.51 -0.04
United States Oil Fund - (USO)
  Call Put Total  
Volume 7,135 4,111 11,246  
Open Interest 1,545,210 1,638,406 3,183,616  
  High Low Close Change
Level 10.68 10.52 10.53 -0.08
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 2,282 6,158 8,440  
Open Interest 1,235,165 1,936,282 3,171,447  
  High Low Close Change
Level 62.10 61.92 61.93 0.49
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 10 10  
Open Interest 118 18 136  
  High Low Close Change
Level 128.99 127.83 128.63 -0.58
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 472 622 1,094  
Open Interest 50,074 69,743 119,817  
  High Low Close Change
Level 291.04 287.50 290.34 1.49
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 341 106 447  
  High Low Close Change
Level 37.68 37.32 37.41 0.15
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 293 214 507  
  High Low Close Change
Level 155.78 154.25 155.47 0.87
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 10 10  
Open Interest 4,275 4,660 8,935  
  High Low Close Change
Level 91.39 90.74 91.25 0.35
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 16 0 16  
Open Interest 91,679 98,773 190,452  
  High Low Close Change
Level 107.01 106.72 106.86 -0.24
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 3 12 15  
Open Interest 2,216 8,684 10,900  
  High Low Close Change
Level 117.83 116.56 117.74 1.47
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,907 4,280 7,187  
  High Low Close Change
Level 162.37 160.63 162.18 1.91
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 2 0 2  
Open Interest 656 813 1,469  
  High Low Close Change
Level 104.22 103.32 104.09 0.99
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 20 0 20  
Open Interest 1,825 262 2,087  
  High Low Close Change
Level 187.80 186.16 187.47 1.58
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 213 179 392  
  High Low Close Change
Level 79.90 79.12 79.72 0.89
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 2,597 152 2,749  
Open Interest 63,317 175,133 238,450  
  High Low Close Change
Level 88.62 87.87 88.45 0.92
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 55,335 27,839 83,174  
Open Interest 2,085,479 2,084,207 4,169,686  
  High Low Close Change
Level 17.65 17.01 17.16 -0.45
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 68 0 68  
Open Interest 2,359 621 2,980  
  High Low Close Change
Level 26.24 25.89 26.02 -0.34