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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/..
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 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 ...
The Week that Was: July 19 to July 23
https://www.cboe.com/insights/posts/the-week-that-was-july-19-to-july-23/Jul 26, 2021 ... The demand for protection in SPX options is persistent. VIX Index and Cboe SKEW Index Daily Closing Values. (January 1990 - July 2021). Source: ...
Are Option Income Funds Suppressing Volatility?
https://www.cboe.com/.../are-option-income-funds-suppressing-volatility/Mar 13, 2024 ... Exhibit 4: SPX Call Skew Hitting Extremes on Upside Demand. Source: Cboe. Third, if buy-write strategies were distorting the market, we should ...
Regime Shift in Equity Vol? Downside Risks Re-Emerge
https://www.cboe.com/.../regime-shift-in-equity-vol-downside-risks-re-eme...Jan 6, 2025 ... The steepening in skew is happening as we're finally seeing higher realized vol on market down days than up days – a break from the unusual ...
An Historical Evaluation of the CBOE S&P 500 BuyWrite Index ...
https://cdn.cboe.com/resources/education/research.../Callan_CBOE.pdfOct 2, 2006 ... The Stutzer Index is a measure of risk-adjusted returns that is not biased by skew and kurtosis. It is equal to the Sharpe Ratio for a normally ...
Volatility Normalizes Yet Caution Remains
https://www.cboe.com/.../volatility-normalizes-yet-caution-remains-email-te...Aug 21, 2024 ... The S&P-500® Index Skew Steepens on Defensive Year-End Flows · Mandy Xu Email · The S&P-500® Index Skew Steepens on Defensive Year-End Flows
Option-Based Equity Strategies
https://cdn.cboe.com/resources/.../Meket_Options_Based_Strategies.pdfSince put prices skew higher, investors need to sell more calls (give up ... provide access to market upside (volatility skew). This overpricing allows ...
Mosaic Features
https://cdn.cboe.com/resources/ftoptions/.../Mosaic_Overview.pdfsummaries of key expiration analytics e.g. ATM implied volatility levels and changes, breakeven percentages, relative volume traded, skew, and real-time ...
