CBOE Market Summary for Wednesday, November 30, 2011
Ratios | ||||
Total Put/Call Ratio | 0.91 | |||
Index Put/Call Ratio | 1.22 | |||
Equity Put/Call Ratio | 0.55 | |||
CBOE Volatility Index (VIX) Put/Call Ratio | 0.42 |
CBOE Volatility Index Options - (VIX) | ||||
Call | Put | Total | ||
Volume | 314,859 | 132,740 | 447,599 | |
Open Interest | 2,021,733 | 1,708,548 | 3,730,281 | |
High | Low | Close | Change | |
Level | 28.50 | 27.03 | 27.80 | -2.84 |
S&P 500 Index - (SPX) | ||||
Call | Put | Total | ||
Volume | 303,182 | 706,361 | 1,009,543 | |
Open Interest | 5,927,448 | 9,655,751 | 15,583,199 | |
High | Low | Close | Change | |
Level | 1,247.11 | 1,196.72 | 1,246.96 | 51.77 |
Dow Jones Industrial Average Index - (DJX) | ||||
Call | Put | Total | ||
Volume | 12,482 | 7,076 | 19,558 | |
Open Interest | 193,699 | 149,432 | 343,131 | |
High | Low | Close | Change | |
Level | 120.46 | 115.60 | 120.46 | 4.90 |