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

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