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Cboe RMC Insights
https://www.cboe.com/rmcinsights/... Manjeet Mudan: Hedging & Convexity - What is Implied Skew and What Can We Learn About Investor Positioning. How Skew Got Crushed in '22 - Manjeet Mudan ...
US Elections Day Risk Rises as Trump Gains in the Polls
https://www.cboe.com/.../us-elections-day-risk-rises-as-trump-gains-in-the-...Oct 24, 2024 ... Volatility traders flattened the S&P-500® Index skew following OPEC's lowered revision for oil demand growth (its 3rd consecutive downward ...
Inside Volatility Trading: The Impact of Grouping
https://www.cboe.com/.../inside-volatility-trading-the-impact-of-grouping/Mar 23, 2021 ... ... skew readings for the better part of the past year. Options skew is measured in a variety of ways in an effort to quantify the relationship ...
(Test 1) V2X-VIX® Index Spread Surges on French Election Risk
https://www.cboe.com/.../test-1-v-2-x-vix-index-spread-surges-on-french-el...Jun 21, 2024 ... The V2X index skew/convexity premium also doubled from 1.7 to 3.5 vol pts while the equivalent skew/convexity premium in the VIX index ...
(test 3) VIX® Option Volumes Jumps to Highest Since Feb18
https://www.cboe.com/.../test-3-vix-option-volumes-jumps-to-highest-since...Jun 23, 2024 ... SPX 1M skew (25-delta spread), for example, has more than doubled from a low 1.5% in March to now 4.2% (74th percentile high over the past year) ...
Cross-Asset Volatilities Rise on Rate Policy Uncertainty
https://www.cboe.com/.../cross-asset-volatilities-rise-on-rate-policy-uncertai...Nov 18, 2024 ... The VIX® Index underperformed skew last week; rising only 1.2pts to 16.14 (vs an expected +3pts per skew) on the S&P-500® Index's 2% wk/wk ...
FT Options
https://www.cboe.com/services/analytics/ftoptions/.../voledge-features/... skew data, and many more. Powerful earnings calculation tools: VolEdge includes an extremely versatile mechanism for pricing volatility in names that have ...
The VIX® Index Falls to 4-Month Low as Equities Set Record High
https://www.cboe.com/.../the-vix-index-falls-to-4-month-low-as-equities-set...Dec 2, 2024 ... It's 1.7pt decline was roughly double the move expected by the pre-established skew in response to the S&P-500® Index's 1% wk/wk advance. In ...
Cboe | Search Results
https://www.cboe.com/search/?q=put+call+ratio&start=191Search Results. About 409 results. Dawn of a New Era Brings on the Existence of Skew. https://www.cboe.com/..
Cboe Insights - Mandy Xu Email
https://www.cboe.com/insights/categories/Mandy_Xu_Email/(test 4) Single Stock Skew Back to 2021 “Meme Stock” Era Lows. Read More · Related Post Image. (test 3) VIX® Option Volumes Jumps to Highest Since Feb18. Read ...
