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Cboe GBTC BuyWrite Indices
https://cdn.cboe.com/.../Cboe_GBTC_BuyWrite_Indices_Methodology.pdfMar 18, 2025 ... Semi-annual synthetic position of 6- months call and put options roll. Business day preceding the standard monthly listed option expiry date, ...
Rules of Cboe C2 Exchange, Inc.
https://cdn.cboe.com/resources/regulation/.../C2_Exchange_Rule_Book.pdfThe term “Public Customer” means a person that is not a broker or dealer in securities. Put. The term “put” means an option contract under which the holder of ...
Cboe S&P 500 15% WHT Buffer Protect Indices
https://cdn.cboe.com/.../Cboe_SP_500_15_WHT_Buffer_Protect_Indices_...Mar 14, 2025 ... ... Equity notional on date t-1, equal to the ratio between the. Buffer ... put;. • VegaWrtnCall is the Black-Scholes Vega of the written call.
The Week that Was: October 18 to October 22
https://www.cboe.com/insights/.../the-week-that-was-october-18-to-october-...Oct 25, 2021 ... Cboe provides four U.S.-listed cash equity options markets. U.S. ... The VIX options call-put ratio was 1.17:1. RUT options ADV was ...
The Week that Was: October 11 to October15
https://www.cboe.com/insights/.../the-week-that-was-october-11-to-october-...Oct 18, 2021 ... Cboe provides four U.S.-listed cash equity options markets. ... The VIX options call-put ratio was 1.2:1. RUT options ADV was 59,500 ...
Cboe S&P 500 15% WHT Quarterly Buffer Protect Indices
https://cdn.cboe.com/.../Cboe_SP_500_15_WHT_Quarterly_Buffer_Protect...Apr 18, 2023 ... Index, a long SPX put spread, and a short SPX call. On the initial ... where: • EqUnitt−1 is the adjustment factor for Equity notional on date t-1 ...
Cboe S&P 500 Spot Volatility Index
https://cdn.cboe.com/.../Cboe_SnP_500_Spot_Volatility_Index_Methodolo...Mar 14, 2024 ... ... option strikes with zero bids or an ask-bid ratio greater than ... call and put options at the ATM strike, the put option is used. 3.5 ...
BYX Exchange Rule Book
https://cdn.cboe.com/resources/regulation/rule_book/BYX_Rulebook.pdfoption type (put/call), option symbol or root symbol, underlying symbol ... in the S&P 500® Index, Russell 1000® Index, and a pilot list of Exchange Traded.
EDGA Exchange Rule Book
https://cdn.cboe.com/resources/regulation/rule.../EDGA_Rulebook.pdfoption type (put/call), option symbol or root symbol, underlying symbol ... numerical terms of the corporate action transaction such as the exchange ratio and ...
Cboe Futures Exchange, LLC Rulebook
https://cdn.cboe.com/resources/regulation/rule_book/cfe-rule-book.pdftrading at 30, and a call with a 20 strike price before a put with a 35 ... 1,000 contracts net long or net short in the expiring contract for a ...