股指期貨 02 Dec 2011

		Long		Short		Diff
本日合計		23234		27867		S_4633
上日合計		23630		28890		S_5260
Diff		-396		-1023		-627

CBOE December 02, 2011

CBOE Market Summary for Friday, December 02, 2011

Ratios
Total Put/Call Ratio			0.98
Index Put/Call Ratio			1.34
Equity Put/Call Ratio			0.59
CBOE Volatility Index (VIX) Put/Call Ratio			0.61

CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	228,624	139,526	368,150
Open Interest	2,157,237	1,816,795	3,974,032
	High	Low	Close	Change
Level	27.62	25.29	27.52	0.11

S&P 500 Index - (SPX)
	Call	Put	Total
Volume	279,463	465,757	745,220
Open Interest	6,101,875	9,853,340	15,955,215
	High	Low	Close	Change
Level	1,260.08	1,243.35	1,244.28	-0.30

Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	5,207	2,625	7,832
Open Interest	201,605	153,576	355,181
	High	Low	Close	Change
Level	121.47	120.08	120.19	-0.01

02 Dec 2011 期權

股指期貨 01 Dec 2011

		Long		Short		Diff
本日合計		23630		28890		S_5260
上日合計		24105		29225		S_5120
Diff		-475		-335		+140

CBOE December 01, 2011

CBOE Market Summary for Thursday, December 01, 2011

Ratios
Total Put/Call Ratio			0.94
Index Put/Call Ratio			1.18
Equity Put/Call Ratio			0.65
CBOE Volatility Index (VIX) Put/Call Ratio			0.72

CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	180,636	130,704	311,340
Open Interest	2,139,664	1,735,365	3,875,029
	High	Low	Close	Change
Level	27.89	26.64	27.41	-0.39

S&P 500 Index - (SPX)
	Call	Put	Total
Volume	308,980	477,368	786,348
Open Interest	5,978,280	9,740,683	15,718,963
	High	Low	Close	Change
Level	1,251.09	1,239.73	1,244.58	-2.38

Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	877	3,275	4,152
Open Interest	202,133	152,864	354,997
	High	Low	Close	Change
Level	120.62	119.75	120.20	-0.26

01 Dec 2011 期權