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 Thursday, December 6, 2018


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.08
Index Put/Call Ratio 1.09
Exchange Traded Products Put/Call Ratio 1.28
Equity Put/Call Ratio 0.85
CBOE Volatility Index (VIX) Put/Call Ratio 0.48
Sum of All Products
  Call Put Total  
Volume 3,580,999 3,880,883 7,461,882  
Open Interest 177,016,301 164,373,026 341,389,327  
Index Options
  Call Put Total  
Volume 1,611,351 1,758,573 3,369,924  
Exchange Traded Products
  Call Put Total  
Volume 1,043,410 1,335,059 2,378,469  
Equity Options
  Call Put Total  
Volume 926,238 787,251 1,713,489  

Equity LEAPS
  Call Put Total  
Volume 51,512 31,757 83,269  
Open Interest 16,602,440 14,550,138 31,152,578  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 1,060,861 1,505,936 2,566,797  
Open Interest 13,126,497 12,095,509 25,222,006  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,386.43 1,403.92 1,371.31 1,403.91
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
31.36 33.48 24.75 25.11
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
22.37 22.98 20.66 20.83
VXTH - CBOE VIX Tail Hedge Index
      Close
      229.52
LOVOL - CBOE Low Volatility Index
Open High Low Close
213.39 215.76 211.13 215.75
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
806.02 807.81 805.04 806.51
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,010.30 2,038.88 1,985.55 2,038.87
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
611.39 622.24 609.37 622.24
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
334.12 338.19 330.10 338.16
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
259.38 262.10 256.69 261.93
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,843.68 1,867.23 1,824.15 1,866.11
VIX - CBOE Volatility Index
Open High Low Close
23.53 25.94 20.94 21.19
VVIX - CBOE VVIX Index
Open High Low Close
102.55 104.98 93.46 93.85
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
22.42 24.20 20.03 20.03
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
27.38 28.43 26.21 26.25
VXD - CBOE DJIA Volatility Index
Open High Low Close
20.97 28.41 20.97 21.83
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
25.81 27.31 24.02 25.11
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
26.46 28.82 23.38 23.53
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
28.10 28.64 25.70 25.97
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      72.59
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.23 4.90 4.01 4.23
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
48.39 65.36 48.39 50.13
GVZ - CBOE Gold Volatility Index
Open High Low Close
11.94 12.56 11.48 11.61
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.93 11.45 7.57 7.98
VPD - CBOE VIX Premium Strategy Index
      Close
      376.15
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      341.02
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
45.63 52.83 23.52 43.15
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
47.69 53.65 25.22 44.25
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 0 56 56  
Open Interest 7,092 8,551 15,643  
  High Low Close Change
Level 1,767.69 1,752.39 1,758.35 -59.57
MSCI Emerging Markets Index - (MXEF)
  Call Put Total  
Volume 405 2,486 2,891  
Open Interest 29,114 20,807 49,921  
  High Low Close Change
Level 980.76 973.73 978.93 -35.32
FTSE 100 Mini-Index - (UKXM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 692.18 667.40 670.40 -31.88
CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 808,905 387,745 1,196,650  
Open Interest 5,106,322 2,067,305 7,173,627  
  High Low Close Change
Level 25.94 20.94 21.19 0.45
CBOE Volatility Index Weeklys - (VIXW)
  Call Put Total  
Volume 5,657 1,861 7,518  
Open Interest 66,809 1,468 68,277  
  High Low Close Change
Level 25.94 20.94 21.19 0.45
S&P 500 Index - PM Settled (SPXW)
  Call Put Total  
Volume 343,436 909,797 1,253,233  
Open Interest 1,944,857 3,131,681 5,076,538  
  High Low Close Change
Level 2,696.15 2,621.53 2,695.95 -4.11
S&P 500 Index - PM Settled Monday Weeklys (SPXW)
  Call Put Total  
Volume 29,757 135,298 165,055  
Open Interest 71,484 149,892 221,376  
  High Low Close Change
Level 2,696.15 2,621.53 2,695.95 -4.11
S&P 500 Index - PM Settled Wednesday Weeklys (SPXW)
  Call Put Total  
Volume 21,452 48,590 70,042  
Open Interest 75,033 106,729 181,762  
  High Low Close Change
Level 2,696.15 2,621.53 2,695.95 -4.11
S&P 500 Index - PM Settled Friday (Nonstandard) Weeklys (SPXW)
  Call Put Total  
Volume 174,340 584,675 759,015  
Open Interest 953,879 1,651,503 2,605,382  
  High Low Close Change
Level 2,696.15 2,621.53 2,695.95 -4.11
S&P 500 Index - PM Settled End-Of-Months (SPXW)
  Call Put Total  
Volume 93,407 104,906 198,313  
Open Interest 589,176 857,676 1,446,852  
  High Low Close Change
Level 2,696.15 2,621.53 2,695.95 -4.11
S&P 500 Index - PM Settled Standard Third-Friday Expiration (SPXW)
  Call Put Total  
Volume 24,480 36,328 60,808  
Open Interest 255,285 365,881 621,166  
  High Low Close Change
Level 2,696.15 2,621.53 2,695.95 -4.11
S&P 500 Index (SPX)
  Call Put Total  
Volume 402,140 411,361 813,501  
Open Interest 4,763,857 7,415,590 12,179,447  
  High Low Close Change
Level 2,696.15 2,621.53 2,695.95 -4.11
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 20,824 4,501 25,325  
Open Interest 96,675 361,783 458,458  
  High Low Close Change
Level 269.62 262.15 269.60 -0.41
Mini-SPX Index Weeklys (Note: No Weeklys are listed the 2nd Friday of a month)
  Call Put Total  
Volume 19,622 2,659 22,281  
Open Interest 33,246 224,251 257,497  
  High Low Close Change
Level 269.62 262.15 269.60 -0.41
SPDR Options - (SPY)
  Call Put Total  
Volume 526,982 815,787 1,342,769  
Open Interest 11,364,223 13,206,982 24,571,205  
  High Low Close Change
Level 269.97 262.44 269.84 -0.41
SPDR Options LEAPS
  Call Put Total  
Volume 1,613 4,444 6,057  
Open Interest 679,860 1,152,878 1,832,738  
  High Low Close Change
Level 269.97 262.44 269.84 -0.41
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 210,617 282,088 492,705  
Open Interest 2,064,572 2,154,885 4,219,457  
  High Low Close Change
Level 269.97 262.44 269.84 -0.41
S&P 100 Index - (OEX)
  Call Put Total  
Volume 1,473 1,692 3,165  
Open Interest 5,759 6,825 12,584  
  High Low Close Change
Level 1,196.32 1,163.20 1,196.20 -1.28
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 5 5  
Open Interest 233 615 848  
  High Low Close Change
Level 1,196.32 1,163.20 1,196.20 -1.28
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 694 1,231 1,925  
Open Interest 1,565 993 2,558  
  High Low Close Change
Level 1,196.32 1,163.20 1,196.20 -1.28
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 8 82 90  
Open Interest 1,166 2,276 3,442  
  High Low Close Change
Level 1,196.32 1,163.20 1,196.20 -1.28
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 245 68 313  
  High Low Close Change
Level 1,196.32 1,163.20 1,196.20 -1.28
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 8 82 90  
Open Interest 80 495 575  
  High Low Close Change
Level 1,196.32 1,163.20 1,196.20 -1.28
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 9,171 16,349 25,520  
Open Interest 1,788,567 764,182 2,552,749  
  High Low Close Change
Level 117.68 116.92 117.14 0.02
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 52,397 91,149 143,546  
Open Interest 3,327,590 5,316,055 8,643,645  
  High Low Close Change
Level 166.91 161.77 166.90 1.17
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 1,904 272 2,176  
Open Interest 144,081 194,403 338,484  
  High Low Close Change
Level 166.91 161.77 166.90 1.17
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 30,739 41,925 72,664  
Open Interest 410,894 548,256 959,150  
  High Low Close Change
Level 166.91 161.77 166.90 1.17
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 81 0 81  
Open Interest 1,299 11,433 12,732  
  High Low Close Change
Level 120.30 116.97 120.30 -0.15
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 464 531 995  
  High Low Close Change
Level 120.30 116.97 120.30 -0.15
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 2 3 5  
Open Interest 228 1,460 1,688  
  High Low Close Change
Level 683.88 663.14 683.88 4.36
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 624 158 782  
Open Interest 3,799 27,725 31,524  
  High Low Close Change
Level 6,840.50 6,630.82 6,838.85 43.64
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 16,994 12,920 29,914  
Open Interest 413,819 264,134 677,953  
  High Low Close Change
Level 249.87 242.82 249.72 -1.01
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 145 93 238  
Open Interest 74,394 22,654 97,048  
  High Low Close Change
Level 249.87 242.82 249.72 -1.01
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 6,457 4,408 10,865  
Open Interest 40,845 37,996 78,841  
  High Low Close Change
Level 249.87 242.82 249.72 -1.01
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 9,509 2,338 11,847  
Open Interest 54,462 60,113 114,575  
  High Low Close Change
Level 249.51 242.42 249.48 -0.79
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 134 36 170  
Open Interest 8,333 11,155 19,488  
  High Low Close Change
Level 249.51 242.42 249.48 -0.79
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 203 67 270  
  High Low Close Change
Level 90.91 89.28 90.78 -0.26
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 25,952 50,420 76,372  
Open Interest 2,030,439 2,863,819 4,894,258  
  High Low Close Change
Level 147.20 143.43 147.20 -0.32
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 63 86 149  
Open Interest 92,674 286,079 378,753  
  High Low Close Change
Level 147.20 143.43 147.20 -0.32
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 10,846 18,602 29,448  
Open Interest 182,206 293,152 475,358  
  High Low Close Change
Level 147.20 143.43 147.20 -0.32
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 23,785 38,354 62,139  
Open Interest 232,494 347,283 579,777  
  High Low Close Change
Level 1,479.16 1,442.83 1,477.41 -3.34
Russell 1000 Index - (RUI)
  Call Put Total  
Volume 0 0 0  
Open Interest 5 2 7  
  High Low Close Change
Level 1,491.27 1,449.86 1,490.64 -1.65
Russell 1000 Growth Index - (RLG)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 4 4  
  High Low Close Change
Level 1,411.74 1,369.37 1,411.73 4.37
Russell 1000 Value Index - (RLV)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 2 2  
  High Low Close Change
Level 1,185.67 1,151.64 1,180.91 -6.12
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 176 286 462  
Open Interest 49,021 75,242 124,263  
  High Low Close Change
Level 109.12 108.61 108.87 0.46
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 4,871 14,292 19,163  
  High Low Close Change
Level 109.12 108.61 108.87 0.46
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 1 0 1  
Open Interest 37,319 10,232 47,551  
  High Low Close Change
Level 17.26 17.10 17.25 -0.04
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 40 0 40  
Open Interest 645 144 789  
  High Low Close Change
Level 16.35 16.24 16.35 -0.06
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 5 5 10  
Open Interest 10,855 1,642 12,497  
  High Low Close Change
Level 15.55 15.30 15.52 -0.13
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 1 1  
Open Interest 3,262 2,354 5,616  
  High Low Close Change
Level 9.76 9.41 9.71 -0.20
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 72 26 98  
  High Low Close Change
Level 21.86 21.78 21.81 -0.17
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 34 33 67  
  High Low Close Change
Level 38.95 38.69 38.85 0.05
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 914 278 1,192  
  High Low Close Change
Level 15.46 14.97 15.25 -0.21
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,376 4,557 5,933  
Open Interest 295,307 337,522 632,829  
  High Low Close Change
Level 35.56 34.58 35.35 -0.97
United States Oil Fund - (USO)
  Call Put Total  
Volume 15,266 5,169 20,435  
Open Interest 2,482,011 1,886,237 4,368,248  
  High Low Close Change
Level 11.00 10.60 10.94 -0.24
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 11,629 2,405 14,034  
Open Interest 1,077,487 2,545,388 3,622,875  
  High Low Close Change
Level 61.42 60.23 61.37 -0.58
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 103 30 133  
  High Low Close Change
Level 142.61 139.54 142.30 0.09
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 808 1,024 1,832  
Open Interest 57,292 112,229 169,521  
  High Low Close Change
Level 106.99 103.97 106.88 0.17
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 10 2 12  
Open Interest 400 187 587  
  High Low Close Change
Level 35.25 34.44 35.23 -0.68
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 2 0 2  
Open Interest 87 86 173  
  High Low Close Change
Level 196.24 190.41 196.24 -0.71
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 77 8 85  
Open Interest 6,359 5,603 11,962  
  High Low Close Change
Level 96.34 94.23 96.26 -0.59
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 383 131 514  
Open Interest 214,916 326,892 541,808  
  High Low Close Change
Level 102.96 102.50 102.52 0.26
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 17 12 29  
Open Interest 1,675 473 2,148  
  High Low Close Change
Level 118.55 115.74 118.52 -0.43
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 45 4 49  
Open Interest 3,734 33,409 37,143  
  High Low Close Change
Level 184.14 179.18 184.14 -0.27
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 142 87 229  
  High Low Close Change
Level 122.39 118.97 122.39 0.07
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 651 639 1,290  
  High Low Close Change
Level 50.66 49.28 50.65 -0.06
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 25 25  
Open Interest 402 889 1,291  
  High Low Close Change
Level 101.87 98.79 101.87 0.40
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 551 652 1,203  
Open Interest 72,429 103,381 175,810  
  High Low Close Change
Level 106.56 103.52 106.56 0.51
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 164,477 50,166 214,643  
Open Interest 1,349,001 1,685,003 3,034,004  
  High Low Close Change
Level 41.66 37.44 37.58 0.80
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,620 392 2,012  
  High Low Close Change
Level 21.53 20.38 20.48 0.20

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