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