2012年2月5日星期日

CBOE Market Summary for Friday, February 03, 2012

Ratios
Total Put/Call Ratio 0.77
Index Put/Call Ratio 1.02
Equity Put/Call Ratio 0.52
CBOE Volatility Index (VIX) Put/Call Ratio 0.43
Sum of All Products

Call Put Total
Volume 3,414,004 2,631,501 6,045,505
Open Interest 118,466,771 108,262,388 226,729,159

CBOE Volatility Index Options - (VIX)
Call Put Total
Volume 433,911 188,092 622,003
Open Interest 3,125,997 1,853,068 4,979,065
High Low Close Change
Level 17.32 16.10 17.10 -0.88

S&P 500 Index - (SPX)
Call Put Total
Volume 491,489 614,365 1,105,854
Open Interest 4,321,638 7,533,165 11,854,803
High Low Close Change
Level 1,345.34 1,326.21 1,344.90 19.36

Dow Jones Industrial Average Index - (DJX)
Call Put Total
Volume 956 1,169 2,125
Open Interest 136,605 124,477 261,082
High Low Close Change
Level 128.70 127.05 128.62 1.57

IFC 03 Feb 2012

多单 空单 Diff
本日合计 25815 31803 S_5988
上日合计 25763 32436 S_6673
Diff +52 -633