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Inside Volatility Trading: A Day, A Week, A Year, A Decade
https://www.cboe.com/.../inside-volatility-trading-a-day-a-week-a-year-a-de...Aug 24, 2021 ... Since the October 2020 closing lows (3246) the large cap U.S. equity index has gained 37%. ... Imagine we place a ratio call spread with a short ...
Inside Volatility Trading: Professional Sports, Global Equity Markets ...
https://www.cboe.com/.../inside-volatility-trading-professional-sports-global...Sep 21, 2021 ... The ratio of growth/value is just below all-time highs. Style ... ATM/ 30 delta call/put v. 30 delta call/put, etc.) with different ...
Times are changing. So must portfolios.
https://www.cboe.com/insights/posts/times-are-changing-so-must-portfolios/Jun 28, 2023 ... ... equity, 40% covered calls, and 10% fixed income. To help tell the story, we will be looking at the Sharpe Ratio or your returns relative to ...
Record Option Flow in 3M as Traders Positioned for Spinoff
https://www.cboe.com/.../record-option-flow-in-3-m-as-traders-positioned-f...Sep 9, 2022 ... It's also a way for stock loan traders to lock in a financing rate for a specific time horizon as the price difference between the put/call ...
Cboe Launches First-Ever Global Options-Based Benchmark Indexes
https://www.cboe.com/.../cboe-launches-first-ever-global-options-based-be...Jul 1, 2019 ... ... equity investing. For investors looking to replicate the same ... Strategies that engage in covered call writing or cash-secured put ...
PUT Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/put/Manage exposure to the small-cap segment of the U.S. equity universe on the Russell 2000. ... PUT Index Dashboard, PUT Dashboard. Contact Us. First Name ...
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: 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 ...
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 ...
