Cboe Futures Exchange Daily Market Statistics
Cboe Futures Exchange Daily Market Statistics
CFE 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 CFE data is subject to the Terms and Conditions of Cboe's Websites.
CFE historical Market Statistics Summary files can be accessed from the calendar below:
"b" indicates a bid price.
"a" indicates an offer price.
* Represents either final settlement price or that Exchange discretionary authority used in determining daily settlement price. If Exchange discretionary authority used in determining final settlement price, that will be separately indicated.
CFE historical Market Statistics Summary files can be accessed from the calendar below:
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CFE Futures Price & Volume Detail for Wednesday, February 7, 2018
| Trade Volume | ECRP Volume | Open Interest | Change in Open Interest |
|
| CFE Futures Totals | 686264 | 3510 | 562815 | -72158 |
| Futures | Trade Volume | ECRP Volume | Open Interest |
Change in Open Interest |
| CBOE RUSSELL 2000 VOLATILITY INDEX | 83 | 0 | 367 | 46 |
| CBOE VOLATILITY INDEX | 678781 | 3510 | 544091 | -72085 |
| CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX | 0 | 0 | 0 | 0 |
| CFE BITCOIN FUTURES | 7200 | 0 | 6713 | -219 |
| S&P 500 VARIANCE FUTURES | 200 | 0 | 11644 | 100 |
| CBOE RUSSELL 2000 VOLATILITY INDEX VU | ||||
|---|---|---|---|---|
| VU G (Feb 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 23.50 | b23.65 | 20.05 | 21.90 | |
| Settle | Settle - Var | Change | ||
| 21.600 | N/A | -3.45 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 51 | 0 | 203 | ||
| VU H (Mar 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 20.70 | b21.95 | 18.70 | 19.15 | |
| Settle | Settle - Var | Change | ||
| 20.175* | N/A | -4.10 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 28 | 0 | 120 | ||
| VU J (Apr 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 20.35 | b21.45 | 19.65a | 20.35 | |
| Settle | Settle - Var | Change | ||
| 21.500 | N/A | -2.13 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 4 | 0 | 24 | ||
| VU K (May 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b20.95 | 19.80a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 21.850 | N/A | -1.15 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 20 | ||
| CBOE VOLATILITY INDEX VX | ||||
| VX06 G (Feb 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 30.55 | 30.55 | 28.25a | 30.30 | |
| Settle | Settle - Var | Change | ||
| 29.630* | N/A | 0.86 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 22 | 0 | 703 | ||
| VX G (Feb 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 23.90 | 24.47 | 19.50 | 23.45 | |
| Settle | Settle - Var | Change | ||
| 23.425 | N/A | -0.45 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 214118 | 3510 | 126815 | ||
| VX08 G (Feb 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 21.90 | 22.35 | 19.00a | 21.30 | |
| Settle | Settle - Var | Change | ||
| 20.925 | N/A | 0.68 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 50 | 0 | 483 | ||
| VX09 G (Feb 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 15.45 | 21.15 | 15.45 | 21.15 | |
| Settle | Settle - Var | Change | ||
| 20.775 | N/A | 0.28 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 45 | 0 | 397 | ||
| VX10 H (Mar 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 17.95 | b19.75 | 17.60a | 19.00 | |
| Settle | Settle - Var | Change | ||
| 19.450 | N/A | 0.03 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 4 | 0 | 127 | ||
| VX11 H (Mar 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b19.45 | 17.75a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 21.050 | N/A | -10.68 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 13 | ||
| VX H (Mar 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 20.45 | 20.90 | 17.80 | 19.90 | |
| Settle | Settle - Var | Change | ||
| 19.875 | N/A | -1.15 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 283310 | 0 | 218471 | ||
| VX J (Apr 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 19.64 | 19.95 | 17.74 | 19.22 | |
| Settle | Settle - Var | Change | ||
| 19.350 | N/A | -0.65 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 78779 | 0 | 60051 | ||
| VX K (May 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 19.00 | 19.28 | 17.55 | 18.70 | |
| Settle | Settle - Var | Change | ||
| 18.725 | N/A | -0.50 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 49543 | 0 | 36803 | ||
| VX M (Jun 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 18.15 | 18.52 | 17.11 | 18.03 | |
| Settle | Settle - Var | Change | ||
| 18.050 | N/A | -0.80 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 25976 | 0 | 38375 | ||
| VX N (Jul 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 18.25 | 18.50 | 17.20 | 18.05 | |
| Settle | Settle - Var | Change | ||
| 18.025 | N/A | -0.73 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 14861 | 0 | 29334 | ||
| VX Q (Aug 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 18.40 | 18.47 | 17.20 | 17.85 | |
| Settle | Settle - Var | Change | ||
| 18.175 | N/A | 0.03 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 9211 | 0 | 22364 | ||
| VX U (Sep 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 18.60 | 18.65 | 17.40 | 18.00 | |
| Settle | Settle - Var | Change | ||
| 18.050 | N/A | -0.85 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 2805 | 0 | 9086 | ||
| VX V (Oct 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 18.65 | 18.65 | 17.60 | 18.19 | |
| Settle | Settle - Var | Change | ||
| 18.175 | N/A | -0.48 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 57 | 0 | 1069 | ||
| CBOE/CBOT 10YR US TREASURY NOTE VOLATILITY INDEX VXTY | ||||
| VXTY G (Feb 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b4.50 | 5.50a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 5.000 | N/A | 0.00 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 0 | ||
| VXTY H (Mar 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b4.55 | 5.55a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 5.050 | N/A | -0.03 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 0 | ||
| VXTY J (Apr 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b4.60 | 5.60a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 5.100 | N/A | -0.03 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 0 | ||
| VXTY K (May 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b4.65 | 5.65a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 5.150 | N/A | -0.03 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 0 | ||
| CFE BITCOIN FUTURES XBT | ||||
| XBT G (Feb 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 7780.00 | 8560.00 | 7190.00 | 8280.00 | |
| Settle | Settle - Var | Change | ||
| 8265.000 | N/A | 685.00 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 6453 | 0 | 4130 | ||
| XBT H (Mar 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 7800.00 | 8580.00 | 7230.00 | 8280.00 | |
| Settle | Settle - Var | Change | ||
| 8295.000 | N/A | 665.00 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 671 | 0 | 2378 | ||
| XBT J (Apr 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 7790.00 | 8600.00 | 7250.00 | 8400.00 | |
| Settle | Settle - Var | Change | ||
| 8305.000 | N/A | 675.00 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 76 | 0 | 203 | ||
| XBT K (May 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b8650.00 | 8700.00a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 8675.000 | N/A | 1020.00 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 2 | ||
| S&P 500 VARIANCE FUTURES VA | ||||
| VA G (Feb 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b25.30 | 23.05a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 22.250 | 1002.6507 | -13.30 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 7195 | ||
| VA H (Mar 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b22.05 | 21.60a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 20.525 | 811.6036 | -6.70 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 200 | 0 | 4449 | ||
| VA J (Apr 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b22.90 | 21.10a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 23.200 | 1209.1849 | -1.58 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 0 | ||
| VA K (May 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b22.20 | 20.90a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 22.875 | 1339.1240 | -0.40 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 0 | ||
| VA M (Jun 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b21.70 | 21.05a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 22.425 | 641.9012 | -0.30 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 0 | ||
| VA U (Sep 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b20.35 | 20.40a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 21.275 | 1039.2760 | 0.55 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 0 | ||
| VA Z (Dec 18) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b20.15 | 20.45a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 21.075 | 648.6573 | 0.75 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 0 | ||
| VA F (Jan 19) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b19.45 | 20.55a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 20.375 | 1031.3963 | 0.35 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 0 | ||
| VA H (Mar 19) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b19.55 | 20.80a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 20.550 | 1115.7257 | 0.38 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 0 | ||
| VA M (Jun 19) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b20.00 | 21.25a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 20.975 | 1030.2440 | 0.35 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 0 | ||
| VA Z (Dec 19) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b19.95 | 21.25a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 20.975 | 805.3106 | 0.35 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 0 | ||
| VA Z (Dec 20) | ||||
| Contract Prices (US$) | Open | High | Low | Close |
| 0.00 | b22.75 | 24.15a | 0.00 | |
| Settle | Settle - Var | Change | ||
| 23.775 | 1175.6392 | 0.35 | ||
| Contract Volume | Total | ECRP | Open Interest | |
| 0 | 0 | 0 | ||
"a" indicates an offer price.
* Represents either final settlement price or that Exchange discretionary authority used in determining daily settlement price. If Exchange discretionary authority used in determining final settlement price, that will be separately indicated.