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 Cboe Websites

Cboe Market Summary for Friday, October 4, 2019


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.05
Index Put/Call Ratio 1.51
Exchange Traded Products Put/Call Ratio 1.08
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.49
Sum of All Products
  Call Put Total  
Volume 2,175,006 2,289,715 4,464,721  
Open Interest 150,715,711 155,538,684 306,254,395  
Index Options
  Call Put Total  
Volume 783,827 1,180,047 1,963,874  
Exchange Traded Products
  Call Put Total  
Volume 474,302 511,372 985,674  
Equity Options
  Call Put Total  
Volume 916,877 598,296 1,515,173  

Equity LEAPS
  Call Put Total  
Volume 26,070 16,580 42,650  
Open Interest 11,628,862 11,379,411 23,008,273  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 1,104,317 1,119,273 2,223,590  
Open Interest 13,603,820 13,166,683 26,770,503  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,430.16 1,445.02 1,430.16 1,443.79
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
18.70 18.70 16.02 16.27
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
20.16 20.16 19.46 19.51
VXTH - CBOE VIX Tail Hedge Index
      Close
      239.91
LOVOL - CBOE Low Volatility Index
Open High Low Close
227.27 229.22 227.27 229.09
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
941.39 947.13 940.99 946.24
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,147.94 2,172.60 2,147.94 2,171.50
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
651.68 657.49 651.47 656.94
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
340.51 344.38 340.49 344.19
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
266.44 268.44 265.17 268.44
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,865.34 1,881.96 1,864.45 1,881.16
VIX - CBOE Volatility Index
Open High Low Close
19.42 19.97 16.97 17.04
VVIX - CBOE VVIX Index
Open High Low Close
97.86 97.86 93.85 95.19
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.04 16.29 14.42 14.77
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.59 20.71 19.07 19.32
VXD - CBOE DJIA Volatility Index
Open High Low Close
18.94 18.94 16.55 16.71
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.68 21.78 20.25 20.35
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
20.95 21.01 18.69 18.86
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
22.33 22.33 20.15 20.24
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      72.81
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.47 5.47 4.98 5.18
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
40.40 40.40 37.97 39.31
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.33 16.42 15.25 15.26
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.72 6.17 5.51 5.74
VPD - CBOE VIX Premium Strategy Index
      Close
      435.79
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      389.45
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
46.14 53.20 41.35 42.08
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
47.28 48.84 44.80 46.01
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 961 975 1,936  
Open Interest 4,033 6,318 10,351  
  High Low Close Change
Level 1,856.32 1,850.11 1,854.43 8.01
MSCI Emerging Markets Index - (MXEF)
  Call Put Total  
Volume 801 1,184 1,985  
Open Interest 10,698 10,230 20,928  
  High Low Close Change
Level 997.52 993.95 996.58 4.30
FTSE 100 Mini-Index - (UKXM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 715.73 707.76 715.54 7.78
CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 269,456 131,685 401,141  
Open Interest 5,695,151 1,829,010 7,524,161  
  High Low Close Change
Level 19.97 16.97 17.04 -2.08
CBOE Volatility Index Weeklys - (VIXW)
  Call Put Total  
Volume 31,447 1,952 33,399  
Open Interest 212,098 11,031 223,129  
  High Low Close Change
Level 19.97 16.97 17.04 -2.08
S&P 500 Index - PM Settled (SPXW)
  Call Put Total  
Volume 322,228 682,026 1,004,254  
Open Interest 1,355,141 3,795,084 5,150,225  
  High Low Close Change
Level 2,953.74 2,918.56 2,952.01 41.38
S&P 500 Index - PM Settled Monday Weeklys (SPXW)
  Call Put Total  
Volume 56,712 138,802 195,514  
Open Interest 94,756 351,078 445,834  
  High Low Close Change
Level 2,953.74 2,918.56 2,952.01 41.38
S&P 500 Index - PM Settled Wednesday Weeklys (SPXW)
  Call Put Total  
Volume 16,780 41,847 58,627  
Open Interest 97,396 343,233 440,629  
  High Low Close Change
Level 2,953.74 2,918.56 2,952.01 41.38
S&P 500 Index - PM Settled Friday (Nonstandard) Weeklys (SPXW)
  Call Put Total  
Volume 214,167 320,255 534,422  
Open Interest 570,937 1,302,395 1,873,332  
  High Low Close Change
Level 2,953.74 2,918.56 2,952.01 41.38
S&P 500 Index - PM Settled End-Of-Months (SPXW)
  Call Put Total  
Volume 14,470 128,240 142,710  
Open Interest 415,670 1,308,306 1,723,976  
  High Low Close Change
Level 2,953.74 2,918.56 2,952.01 41.38
S&P 500 Index - PM Settled Standard Third-Friday Expiration (SPXW)
  Call Put Total  
Volume 20,099 52,882 72,981  
Open Interest 176,382 490,072 666,454  
  High Low Close Change
Level 2,953.74 2,918.56 2,952.01 41.38
S&P 500 Index (SPX)
  Call Put Total  
Volume 115,528 333,701 449,229  
Open Interest 3,605,891 8,106,310 11,712,201  
  High Low Close Change
Level 2,953.74 2,918.56 2,952.01 41.38
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 30,819 6,402 37,221  
Open Interest 857,994 310,887 1,168,881  
  High Low Close Change
Level 295.37 291.86 295.20 4.14
Mini-SPX Index Weeklys (Note: No Weeklys are listed the 2nd Friday of a month)
  Call Put Total  
Volume 15,942 5,770 21,712  
Open Interest 697,013 122,227 819,240  
  High Low Close Change
Level 295.37 291.86 295.20 4.14
SPDR Options - (SPY)
  Call Put Total  
Volume 191,548 261,643 453,191  
Open Interest 7,590,440 13,285,556 20,875,996  
  High Low Close Change
Level 294.63 290.82 294.35 3.93
SPDR Options LEAPS
  Call Put Total  
Volume 174 872 1,046  
Open Interest 434,042 921,939 1,355,981  
  High Low Close Change
Level 294.63 290.82 294.35 3.93
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 139,029 173,987 313,016  
Open Interest 1,562,910 2,588,851 4,151,761  
  High Low Close Change
Level 294.63 290.82 294.35 3.93
S&P 100 Index - (OEX)
  Call Put Total  
Volume 974 1,077 2,051  
Open Interest 3,839 5,429 9,268  
  High Low Close Change
Level 1,307.82 1,291.50 1,306.99 19.25
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 217 279 496  
  High Low Close Change
Level 1,307.82 1,291.50 1,306.99 19.25
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 267 835 1,102  
Open Interest 849 1,519 2,368  
  High Low Close Change
Level 1,307.82 1,291.50 1,306.99 19.25
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 2 4 6  
Open Interest 706 388 1,094  
  High Low Close Change
Level 1,307.82 1,291.50 1,306.99 19.25
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 171 18 189  
  High Low Close Change
Level 1,307.82 1,291.50 1,306.99 19.25
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 0 0 0  
Open Interest 35 30 65  
  High Low Close Change
Level 1,307.82 1,291.50 1,306.99 19.25
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 12,930 17,271 30,201  
Open Interest 1,956,998 1,072,017 3,029,015  
  High Low Close Change
Level 142.31 141.14 141.90 0.00
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 33,685 49,294 82,979  
Open Interest 2,075,789 4,008,459 6,084,248  
  High Low Close Change
Level 189.08 186.88 188.81 2.74
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 15 92 107  
Open Interest 59,371 157,387 216,758  
  High Low Close Change
Level 189.08 186.88 188.81 2.74
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 21,753 33,906 55,659  
Open Interest 389,295 599,800 989,095  
  High Low Close Change
Level 189.08 186.88 188.81 2.74
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,303 622 1,925  
  High Low Close Change
Level 130.76 129.23 130.67 1.85
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 5,076 5,789 10,865  
Open Interest 271,805 272,217 544,022  
  High Low Close Change
Level 265.85 262.72 265.66 3.65
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 1,260 12 1,272  
Open Interest 23,368 19,675 43,043  
  High Low Close Change
Level 265.85 262.72 265.66 3.65
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 2,182 2,801 4,983  
Open Interest 38,124 52,571 90,695  
  High Low Close Change
Level 265.85 262.72 265.66 3.65
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,122 1,046 2,168  
Open Interest 43,324 53,084 96,408  
  High Low Close Change
Level 265.91 262.72 265.74 3.73
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 4 13 17  
Open Interest 10,783 14,124 24,907  
  High Low Close Change
Level 265.91 262.72 265.74 3.73
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 90 50 140  
  High Low Close Change
Level 86.58 85.34 86.58 0.72
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 18,935 19,180 38,115  
Open Interest 1,442,527 2,948,570 4,391,097  
  High Low Close Change
Level 149.25 147.12 149.14 1.40
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 0 54 54  
Open Interest 52,223 126,546 178,769  
  High Low Close Change
Level 149.25 147.12 149.14 1.40
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 12,813 12,904 25,717  
Open Interest 231,013 310,889 541,902  
  High Low Close Change
Level 149.25 147.12 149.14 1.40
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 12,245 20,947 33,192  
Open Interest 155,498 352,073 507,571  
  High Low Close Change
Level 1,500.77 1,482.02 1,500.70 14.35
Russell 1000 Index - (RUI)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,631.68 1,609.95 1,630.92 22.51
Russell 1000 Growth Index - (RLG)
  Call Put Total  
Volume 0 0 0  
Open Interest 20 0 20  
  High Low Close Change
Level 1,603.44 1,581.57 1,602.57 23.74
Russell 1000 Value Index - (RLV)
  Call Put Total  
Volume 0 0 0  
Open Interest 10 0 10  
  High Low Close Change
Level 1,245.19 1,228.97 1,244.70 15.86
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 235 376 611  
Open Interest 26,230 40,511 66,741  
  High Low Close Change
Level 104.37 104.11 104.32 0.08
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 2 0 2  
Open Interest 2,854 10,079 12,933  
  High Low Close Change
Level 104.37 104.11 104.32 0.08
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 11 1 12  
Open Interest 26,728 7,254 33,982  
  High Low Close Change
Level 15.85 15.76 15.77 -0.11
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 246 3,797 4,043  
  High Low Close Change
Level 14.65 14.53 14.65 0.11
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 2 2 4  
Open Interest 3,190 1,452 4,642  
  High Low Close Change
Level 15.02 14.91 15.00 0.12
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 885 301 1,186  
  High Low Close Change
Level 9.34 9.14 9.29 0.12
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 19 3 22  
  High Low Close Change
Level 25.68 25.63 25.63 -0.04
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 43 18 61  
  High Low Close Change
Level 45.99 45.83 45.89 0.01
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 9 3 12  
Open Interest 372 584 956  
  High Low Close Change
Level 14.95 14.79 14.88 0.09
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,871 863 3,734  
Open Interest 203,052 92,290 295,342  
  High Low Close Change
Level 20.51 19.60 20.10 0.10
United States Oil Fund - (USO)
  Call Put Total  
Volume 5,026 3,512 8,538  
Open Interest 1,092,945 968,304 2,061,249  
  High Low Close Change
Level 11.14 10.86 11.04 0.11
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 3,261 945 4,206  
Open Interest 1,073,812 2,270,328 3,344,140  
  High Low Close Change
Level 64.20 63.68 64.17 0.50
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 100 55 155  
  High Low Close Change
Level 163.10 160.76 163.01 2.44
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 293 781 1,074  
Open Interest 76,729 101,456 178,185  
  High Low Close Change
Level 99.93 98.10 99.53 0.74
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 871 884 1,755  
  High Low Close Change
Level 30.83 30.41 30.77 0.15
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 109 54 163  
  High Low Close Change
Level 189.14 186.64 189.01 2.89
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 30 25 55  
Open Interest 4,670 2,591 7,261  
  High Low Close Change
Level 100.42 99.11 100.41 1.20
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 6 147 153  
Open Interest 34,730 473,810 508,540  
  High Low Close Change
Level 113.88 113.51 113.81 0.22
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 12 12  
Open Interest 35,801 3,163 38,964  
  High Low Close Change
Level 117.45 115.79 117.41 1.16
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 10 5 15  
Open Interest 2,412 8,220 10,632  
  High Low Close Change
Level 190.67 187.92 190.63 1.93
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 335 130 465  
  High Low Close Change
Level 141.05 139.44 140.95 1.79
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,890 3,467 5,357  
  High Low Close Change
Level 55.34 54.72 55.33 0.63
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 164 149 313  
  High Low Close Change
Level 113.48 112.34 113.44 1.29
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 175 178 353  
Open Interest 103,883 124,533 228,416  
  High Low Close Change
Level 119.30 118.24 119.22 1.11
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 37,794 11,587 49,381  
Open Interest 945,564 722,368 1,667,932  
  High Low Close Change
Level 25.27 24.05 24.07 -1.35
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 1 8 9  
Open Interest 2,427 3,725 6,152  
  High Low Close Change
Level 20.41 19.93 19.96 -0.48