2011年12月2日星期五

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