CBOE November 29, 2011

CBOE Market Summary for Tuesday, November 29, 2011

Ratios
Total Put/Call Ratio			0.97
Index Put/Call Ratio			1.40
Equity Put/Call Ratio			0.63
CBOE Volatility Index (VIX) Put/Call Ratio			0.62

CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	86,534	53,375	139,909
Open Interest	2,000,121	1,701,329	3,701,450
	High	Low	Close	Change
Level	32.02	30.56	30.64	-1.49

S&P 500 Index - (SPX)
	Call	Put	Total
Volume	200,642	414,480	615,122
Open Interest	5,928,312	9,593,861	15,522,173
	High	Low	Close	Change
Level	1,203.67	1,191.80	1,195.19	2.64

Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	2,850	2,401	5,251
Open Interest	192,154	147,377	339,531
	High	Low	Close	Change
Level	116.24	115.17	115.56	0.33