Search Results
Inside Volatility Trading: The Impact of Grouping
https://www.cboe.com/.../inside-volatility-trading-the-impact-of-grouping/Mar 23, 2021 ... Equity markets, particularly technology names, were ripping higher. ... calls and puts in Index products since late March of 2020. The ...
The Week that Was: January 3 to January 7
https://www.cboe.com/insights/.../the-week-that-was-january-3-to-january-7...Jan 10, 2022 ... U.S. Equity Indices declined across the board. S&P 500 Index (SPX ... The VIX options call-put ratio was 1.35:1. RUT options ADV was ...
The Week that Was: November 15 to November 19
https://www.cboe.com/.../the-week-that-was-november-15-to-november-19...Nov 22, 2021 ... U.S. Equity Indices were mixed last week. S&P 500 Index (SPX ... The VIX options call-put ratio was 1.08:1. RUT options ADV was ...
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 ...
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.
Analyst Price Target and Retail Option Trading*
https://cdn.cboe.com/resources/education/research.../AnalystPriceTarget.pdfEvidence 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: 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 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 ...
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 ...
SKEW Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/skew/The Cboe SKEW Index SM (SKEW) estimates the skewness of S&P 500 returns at the end of a 30-day horizon.
