CBOE November 30, 2011

CBOE Market Summary for Wednesday, November 30, 2011

Ratios
Total Put/Call Ratio			0.91
Index Put/Call Ratio			1.22
Equity Put/Call Ratio			0.55
CBOE Volatility Index (VIX) Put/Call Ratio			0.42

CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	314,859	132,740	447,599
Open Interest	2,021,733	1,708,548	3,730,281
	High	Low	Close	Change
Level	28.50	27.03	27.80	-2.84

S&P 500 Index - (SPX)
	Call	Put	Total
Volume	303,182	706,361	1,009,543
Open Interest	5,927,448	9,655,751	15,583,199
	High	Low	Close	Change
Level	1,247.11	1,196.72	1,246.96	51.77

Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	12,482	7,076	19,558
Open Interest	193,699	149,432	343,131
	High	Low	Close	Change
Level	120.46	115.60	120.46	4.90