Search Results
Index Insights: July 2024
https://www.cboe.com/insights/posts/index-insights-july-2024/Aug 7, 2024 ... The Cboe S&P 500 PutWrite Index (PUT) tracks the value of a hypothetical portfolio of securities (PUT portfolio) that yields a buffered exposure ...
RG12-127 - Vanguard S&P 500 ETF (VOO) Vanguard Russell 2000 ...
https://cdn.cboe.com/resources/regulation/circulars/.../RG12-127.pdfSep 19, 2012 ... sense as the writing of a covered call or put on an individual stock. Exchange traded index options are cash-settled. An assignment on a ...
S&P 500 Index Options
https://www.cboe.com/tradable_products/sp_500/spx_options/Volume and Put/Call Ratios · Benchmark Strategy Index Roll · Cboe DataShop ... Options Based Equity Strategies. Meketa Investment Group. Download White Paper.
Index Insights: December 2024
https://www.cboe.com/insights/posts/index-insights-december-2024/Jan 7, 2025 ... PutWrite Indices. Source: Cboe Global Markets. The Cboe S&P 500 PutWrite® Index (PUT) tracks the value of a hypothetical portfolio of securities ...
Index Insights: September 2024
https://www.cboe.com/insights/posts/index-insights-september-2024/The slight lift for equities led to gains in both call-write and put-write ... SPX® options offer the potential opportunity to manage large-cap U.S. equity ...
Dawn of a New Era Brings on the Existence of Skew
https://www.cboe.com/.../dawn-of-a-new-era-brings-on-the-existence-of-sk...Oct 19, 2021 ... More specifically, who is willing to sell OTM S&P 500 puts and purchase OTM calls? The supply side is sizeable, but narrower. The primary ...
March Volatility Brings Increased Risk and Opportunity
https://www.cboe.com/.../march-volatility-brings-increased-risk-and-opport...6 days ago ... SPX Historical Skew. Source: Cboe Trade Alert March 2025. Monitoring the volatilities of 25 delta puts versus calls is an easy way to track ...
Untitled
https://cdn.cboe.com/resources/government_relations/.../20150720.pdfJul 20, 2015 ... securities), guaranteed investment contracts, and exchange-traded equity securities. ... options on securities (e.g., a put, call, straddle or ...
Cboe | Search Results
https://www.cboe.com/search/?q=put+call+ratio++current&start=70A 2007 paper by Grant, Gregory and Lui of Goldman Sachs considers the payout ratios of VIX calls and SPX puts across all strikes and expirations ... The Week ...
S&P 500 Weeklys Options
https://www.cboe.com/tradable_products/sp_500/spx.../specifications/Cboe provides four U.S.-listed cash equity options markets. U.S. Futures. The ... Volume and Put/Call Ratios · Benchmark Strategy Index Roll · Cboe DataShop ...
