The Options Institute Research Grant Program
Apply for the 2024 Grant Program now!
Why a Grant Program
The Options Institute is committed to its vision of Increasing Investor IQ. There's no better way to do this than by supporting research that catalyzes the understanding and adoption of derivatives products.
The OI Research Grant Program awards grant recipients access to Cboe historical data sets to supercharge their research efforts.
Sponsored Grants
For the 2024 Program cycle, The Options Institute is excited to present two sponsored research grants. Provided by our esteemed partners S&P Dow Jones Indices and SpiderRock Advisors, these grants will fund research in the areas of Fixed Income Index Ecosystem and Derivatives Solutions for Private Wealth and Institutional Investors, respectively. Applicants interested in these areas should indicate so in their application.
The Options Institute S&P Dow Jones Indices Fixed Income Index Ecosystem Research Grant
Sponsored by S&P Dow Jones Indices, this grant promotes Fixed Income Index Ecosystem research and awards recipients with up to $35k worth of data.
The Options Institute SpiderRock Advisors Derivatives Solutions for Private Wealth and Institutional Investors Research Grant
Sponsored by SpiderRock Advisors, this grant promotes Derivatives Solutions for Private Wealth and Institutional Investors research and awards recipients with up to $35k worth of data.
Awarded research proposals fall into at least one of the following grant-eligible topics:
- Derivatives Products & Performance
- Operations & Risk Management
- Market Performance
- Decision Theory
2024 Grant Recipients
Explore Previous Grant Research
VIX Maturity Interpolation
Research Team:
- Torben G. Andersen - Northwestern University
- Maria T. Gonzalez Perez - Banco de España
- Oleg Bondarenko - University of Illinois Chicago
Inflation Impact on Returns and Volatility
Research Team:
- Bill Campbell - University of Illinois
- Ali Nejadmalayeri - University of Wyoming
Retail Trading and Option Market Pricing
Research Team:
- Shuaiqi Li - City University of Hong Kong
Complex Role of Complex Orders in SPX
Research Team:
- Aurelio Vasquez - ITAM, Mexico City
- Pedro Angel Garcia Ares - ITAM, Mexico City
- Diego Amaya - Wilfrid Laurier University
Option-Implied Factor Dispersion
Research Team:
- Lorenzo Schoenleber - Collegio Carlo Alberto and The University of Turin
- Grigory Vilkov - Frankfurt School of Finance and Management