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Trading Manual - Cboe NL RM Derivatives

https://cdn.cboe.com/resources/participant.../Trading-Manual-NL.pdf

Mar 25, 2024 ... For equity index options the opening trigger is the ... legs are calls or both legs are puts, cannot leg into the individual series books.

The Week that Was: September 13 to September 17

https://www.cboe.com/.../the-week-that-was-september-13-to-september-17...

Sep 21, 2021 ... U.S. Equity Indices pulled back last week. S&P 500 Index (SPX ... The VIX options call-put ratio was 2.08:1. RUT options ADV was ...

High-Probability Trades: Strategies for Trading SPX Weeklys Options

https://www.cboe.com/.../high-probability-trades-strategies-for-trading-spx-...

Jul 28, 2022 ... ... equity universe on the Russell 2000. ... You can buy SPX Weeklys call or put options to hedge or speculate on short-term market moves.

Analyst Price Target and Retail Option Trading*

https://cdn.cboe.com/resources/education/research.../AnalystPriceTarget.pdf

Evidence from equity options, The Journal of ... In Panel A: Target Return is the log ratio of mean analyst price target to stock price; Call (Put) Option.

The Week that Was: March 14 to March 18

https://www.cboe.com/insights/.../the-week-that-was-march-14-to-march-18...

Mar 21, 2022 ... Last week (March 14 – March 18), global equity markets moved higher as commodity prices retreated. ... The VIX options call-put ratio was 1.43:1.

The Week that Was: February 14 to February 18

https://www.cboe.com/.../the-week-that-was-february-14-to-february-18/

Feb 22, 2022 ... The VIX options call-put ratio was 1.5:1. RUT options ADV was 34,000 contracts, down from the previous week's ADV of 44,000. Across the Pond.

The Week that Was: January 24 to January 28

https://www.cboe.com/insights/.../the-week-that-was-january-24-to-january-...

Jan 31, 2022 ... U.S. Equity Indices swung wildly and ended the week with mixed performance. ... The VIX options call-put ratio was 0.92:1. RUT options ADV was ...

The Week that Was: February 21 to February 25

https://www.cboe.com/.../the-week-that-was-february-21-to-february-25/

Feb 28, 2022 ... U.S. Equity Indices moved to nine-month lows early Thursday ... The VIX options call-put ratio was 1.12:1. RUT options ADV was ...

The Week that Was: January 17 to January 21

https://www.cboe.com/insights/.../the-week-that-was-january-17-to-january-...

Jan 24, 2022 ... The VIX options call-put ratio was 1:1. RUT options ADV was 78,900 contracts, up from the previous week's ADV of 52,400. Across the Pond. The ...

Implied Correlation

https://www.cboe.com/us/indices/implied/

Additionally, we observe that the put OTM strike implied correlations were higher than ATM values, and call OTM strike implied correlations were lower than ATM ...

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