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.

PLEASE NOTE: CFE Data does not become available until approximately 10:00 a.m. C.T. the following business day.

CFE Futures Price & Volume Detail for Tuesday, April 24, 2018

  TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
CFE Futures Totals 320,105 575 0 363,375 2,424
FUTURES TRADE VOLUME** BLOCK VOLUME ECRP VOLUME OPEN INTEREST*** CHANGE IN OPEN INTEREST
Cboe S&P 500 Volatility Index (VIX) Futures 313,187 575 0 357,149 1,893
Cboe Bitcoin (USD) Futures 6,907 0 0 5,753 80
Cboe Russell 2000 Volatility Index (RVX) Futures 0 0 0 22 0
Cboe/CBOT 10-Year Treasury Note Volatility Index 0 0 0 0 0
S&P 500 Variance Futures 11 0 0 451 451
Cboe S&P 500 Volatility Index (VIX) Futures
VX17/J8 - 2018-04-25
CONTRACT PRICES (US$) Open High Low Close
15.90 b19.05 15.85a 18.25
Settle Settle - Var Change
18.05 N/A 1.60
CONTRACT VOLUME Total BLOCK ECRP Open Interest
185 0 0 151
VX18/K8 - 2018-05-02
CONTRACT PRICES (US$) Open High Low Close
17.05 b18.10 15.75a 17.20
Settle Settle - Var Change
17.125 N/A 0.800
CONTRACT VOLUME Total BLOCK ECRP Open Interest
69 0 0 70
VX19/K8 - 2018-05-09
CONTRACT PRICES (US$) Open High Low Close
17.75 b18.15 16.00a 17.20
Settle Settle - Var Change
17.20 N/A 0.65
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11 0 0 69
VX/K8 - 2018-05-16
CONTRACT PRICES (US$) Open High Low Close
16.85 18.51 16.20 17.70
Settle Settle - Var Change
17.675 N/A 0.850
CONTRACT VOLUME Total BLOCK ECRP Open Interest
187,556 0 0 152,532
VX21/K8 - 2018-05-23
CONTRACT PRICES (US$) Open High Low Close
16.60 b18.55 16.55a 17.80
Settle Settle - Var Change
17.80 N/A 0.80
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3 0 0 33
VX22/K8 - 2018-05-30
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.25 17.40a 0.00
Settle Settle - Var Change
18.00 N/A 0.675
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VX/M8 - 2018-06-20
CONTRACT PRICES (US$) Open High Low Close
17.05 18.18 16.57 17.45
Settle Settle - Var Change
17.475 N/A 0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
84,416 575 0 76,142
VX/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
17.35 18.31 17.00 17.60
Settle Settle - Var Change
17.625 N/A 0.300
CONTRACT VOLUME Total BLOCK ECRP Open Interest
20,833 0 0 38,742
VX/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
17.46 18.32 17.17 17.60
Settle Settle - Var Change
17.625 N/A 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
8,954 0 0 26,753
VX/U8 - 2018-09-19
CONTRACT PRICES (US$) Open High Low Close
17.80 18.54 17.55 17.87
Settle Settle - Var Change
17.875 N/A 0.100
CONTRACT VOLUME Total BLOCK ECRP Open Interest
4,495 0 0 24,541
VX/V8 - 2018-10-17
CONTRACT PRICES (US$) Open High Low Close
18.25 18.90 18.00 18.27
Settle Settle - Var Change
18.275 N/A 0.050
CONTRACT VOLUME Total BLOCK ECRP Open Interest
3,754 0 0 25,269
VX/X8 - 2018-11-21
CONTRACT PRICES (US$) Open High Low Close
18.20 18.80 17.95 18.21
Settle Settle - Var Change
18.20 N/A -0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,817 0 0 10,522
VX/Z8 - 2018-12-19
CONTRACT PRICES (US$) Open High Low Close
18.20 b18.70 17.90 18.23
Settle Settle - Var Change
18.175 N/A 0.025
CONTRACT VOLUME Total BLOCK ECRP Open Interest
1,092 0 0 2,323
VX/F9 - 2019-01-16
CONTRACT PRICES (US$) Open High Low Close
18.55 18.95 18.50a 18.95
Settle Settle - Var Change
18.725 N/A 0.275
CONTRACT VOLUME Total BLOCK ECRP Open Interest
2 0 0 2
Cboe Bitcoin (USD) Futures
XBT/K8 - 2018-05-16
CONTRACT PRICES (US$) Open High Low Close
8970.00 9490.00 8940.00 9460.00
Settle Settle - Var Change
9460.00 N/A 580.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
6,653 0 0 4,514
XBT/M8 - 2018-06-13
CONTRACT PRICES (US$) Open High Low Close
8950.00 9490.00 8950.00 9460.00
Settle Settle - Var Change
9480.00 N/A 590.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
199 0 0 942
XBT/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
9080.00 b9490.00 8980.00a 9450.00
Settle Settle - Var Change
9490.00 N/A 590.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
55 0 0 297
XBT/Q8 - 2018-08-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b9000.00 0.00 0.00
Settle Settle - Var Change
9490.00* N/A 590.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe Russell 2000 Volatility Index (RVX) Futures
VU/K8 - 2018-05-16
CONTRACT PRICES (US$) Open High Low Close
0.00 b16.00 20.10a 0.00
Settle Settle - Var Change
18.95 N/A -0.125
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 16
VU/M8 - 2018-06-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.00 21.00a 0.00
Settle Settle - Var Change
19.00 N/A 0.35
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 4
VU/N8 - 2018-07-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b17.00 21.00a 0.00
Settle Settle - Var Change
19.00 N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 2
VU/Q8 - 2018-08-22
CONTRACT PRICES (US$) Open High Low Close
0.00 0.00 0.00 0.00
Settle Settle - Var Change
19.00* N/A 0.00
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
Cboe/CBOT 10-Year Treasury Note Volatility Index
VXTY/J8 - 2018-04-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.50 4.50a 0.00
Settle Settle - Var Change
4.00 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/K8 - 2018-05-23
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.45 4.55a 0.00
Settle Settle - Var Change
4.00 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/M8 - 2018-06-27
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.40 4.60a 0.00
Settle Settle - Var Change
4.00 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VXTY/N8 - 2018-07-25
CONTRACT PRICES (US$) Open High Low Close
0.00 b3.35 4.65a 0.00
Settle Settle - Var Change
4.00 N/A 0.10
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
S&P 500 Variance Futures
VA/K8 - 2018-05-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.20 15.45a 0.00
Settle Settle - Var Change
17.15 1219.0314 1.825
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M8 - 2018-06-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.65 16.75a 0.00
Settle Settle - Var Change
17.675 618.5631 1.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/N8 - 2018-07-20
CONTRACT PRICES (US$) Open High Low Close
17.20 b18.60 17.20 17.20
Settle Settle - Var Change
17.875 1016.5543 0.675
CONTRACT VOLUME Total BLOCK ECRP Open Interest
11 0 0 451
VA/Q8 - 2018-08-17
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.85 17.60a 0.00
Settle Settle - Var Change
18.25 1029.9027 0.85
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/U8 - 2018-09-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.20 18.25a 0.00
Settle Settle - Var Change
18.675 988.9959 0.700
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z8 - 2018-12-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.25 18.65a 0.00
Settle Settle - Var Change
18.925 628.0064 0.600
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/F9 - 2019-01-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.55 18.95a 0.00
Settle Settle - Var Change
19.025 1001.9325 0.200
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/H9 - 2019-03-15
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.70 19.30a 0.00
Settle Settle - Var Change
19.525 1084.8061 0.500
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/M9 - 2019-06-21
CONTRACT PRICES (US$) Open High Low Close
0.00 b18.85 19.25a 0.00
Settle Settle - Var Change
19.425 992.1345 0.450
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z9 - 2019-12-20
CONTRACT PRICES (US$) Open High Low Close
0.00 b19.80 19.75a 0.00
Settle Settle - Var Change
19.775 778.1676 0.150
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
VA/Z0 - 2020-12-18
CONTRACT PRICES (US$) Open High Low Close
0.00 b20.15 20.40a 0.00
Settle Settle - Var Change
20.425 1041.7616 0.400
CONTRACT VOLUME Total BLOCK ECRP Open Interest
0 0 0 0
"b" indicates a bid price.
"a" indicates an offer price.
* Indicates that Exchange exercised discretionary authority to determine daily or final settlement price.
** Trade Volume includes Variance in Contracts (Notional Vega).
*** Open Interest includes Variance as Variance Units as cleared at the OCC.