2011年11月29日星期二

CBOE Market Summary for Monday, November 28, 2011

Ratios
Total Put/Call Ratio 0.89
Index Put/Call Ratio 1.17
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.32
Sum of All Products

Call Put Total
Volume 1,598,160 1,423,630 3,021,790
Open Interest 162,092,177 148,993,348 311,085,525


CBOE Volatility Index Options - (VIX)
Call Put Total
Volume 139,142 44,621 183,763
Open Interest 2,005,926 1,690,982 3,696,908
High Low Close Change
Level 33.11 29.47 32.13 -2.34


S&P 500 Index - (SPX)
Call Put Total
Volume 144,260 390,236 534,496
Open Interest 5,888,619 9,462,169 15,350,788
High Low Close Change
Level 1,197.35 1,158.67 1,192.55 33.88


Dow Jones Industrial Average Index - (DJX)
Call Put Total
Volume 3,151 1,937 5,088
Open Interest 191,534 147,338 338,872
High Low Close Change
Level 115.62 112.32 115.23 2.91

Russell 2000 Index - (RUT)
Call Put Total
Volume 12,822 15,856 28,678
Open Interest 283,453 406,438 689,891
High Low Close Change
Level 698.18 677.82 697.90 31.74

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