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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: 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 ...
Inside Volatility Trading: Options and Markets to Be Grateful For
https://www.cboe.com/.../inside-volatility-trading-options-and-markets-to-b...Nov 16, 2021 ... Equity markets in the U.S. are at record levels. COVID numbers ... The average put to call ratio in RUT and IWM is 1.55: 1.0. One of ...
SKEW Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/skew/3 days ago ... The Cboe SKEW Index SM (SKEW) estimates the skewness of S&P 500 returns at the end of a 30-day horizon.
The Week that Was: August 23 to August 27
https://www.cboe.com/insights/.../the-week-that-was-august-23-to-august-2...Aug 30, 2021 ... U.S. Equity Indices climbed higher overall. S&P 500 Index (SPX ... The VIX options call-put ratio was 1.03:1. RUT options ADV was ...
How Exchange Fund Replication (EFR) Brings the Power of Options ...
https://www.cboe.com/.../how-exchange-fund-replication-efr-brings-the-po...Sep 30, 2022 ... ... call options provide funding to pay for the put options. The ... As a result, concentrated equity exposure is transitioned to market equity ...
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 ...
PUT Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/put/The Cboe S&P 500 PutWrite Index SM (PUT) tracks the value of a hypothetical portfolio of securities (PUT portfolio) that yields a buffered exposure to S&P 500 ...
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 ...
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 ...
