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SKEW Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/skew/6 days ago ... The Cboe SKEW Index SM (SKEW) estimates the skewness of S&P 500 returns at the end of a 30-day horizon.
VIX Futures and Options – A Case Study of Portfolio Diversification ...
https://cdn.cboe.com/resources/vix_options/vixfuturesoptionsumassfull.pdfA 2007 paper by Grant, Gregory and Lui of Goldman Sachs4 considers the payout ratios of VIX calls and SPX puts across all strikes and expirations in the period ...
Cboe U.S. Options Current Market Statistics
https://www.cboe.com/us/options/market_statistics/market/2023-09-27/Sep 27, 2023 ... Equity Options. TIME, CALLS, PUTS, TOTAL, P/C RATIO. 09:00 AM, 377479, 165562, 543041, 0.44. 09:30 AM, 571225, 317491, 888716, 0.56. 10:00 AM ...
VIX® Options Volume on Pace to Exceed 2017 Record
https://www.cboe.com/.../vix-options-volume-on-pace-to-exceed-2017-rec...Aug 22, 2023 ... ... call and call spread volume indicate a resurgence in using VIX options to hedge. For example, VIX 2M skew (25-delta call/put ratio) has ...
S&P 500 Weeklys Options
https://www.cboe.com/tradable_products/sp_500/spx.../specifications/Volume and Put/Call Ratios · Benchmark Strategy Index Roll · Cboe DataShop. Trading Resources. Global Trading Hours · SPX Options Contract Specification · SPX ...
Cboe Titanium U.S. Equities, Options, and Futures Symbology ...
https://cdn.cboe.com/resources/membership/US_Symbology_Reference.pdfJan 15, 2025 ... The put/call is C for a call, and the strike price is 20.00. Participants can access OOF instrument reference data by reading the OOF Symbol ...
Investors Turn to Global Index Options Overlay Strategies Amid ...
https://www.cboe.com/insights/posts/globalvolatility/May 25, 2022 ... Based on Cboe data, the put-call ratio for MSCI Index options is roughly 3 to 5 times higher than other index options, demonstrating the ...
Inside Volatility Trading: Mercury and Market Retrograde
https://www.cboe.com/.../inside-volatility-trading-mercury-and-market-retr...Feb 15, 2022 ... ... equity markets for months. ... Finally, in late January/early February of last year, market participants drove the Cboe Total Put/Call ratio to ...
Options on MSCI EAFE (MXEA) and EM (MXEF) Indexes
https://cdn.cboe.com/resources/.../msci-index-options-fact-sheet.pdfglobal equity exposure, mitigate portfolio risk, and generate additional options premium income. ... 10.7 for OTM MXEA calls to 35.9 for OTM MXEF puts. Source: ...
SMILE Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/smile/Investors often encapsulate the curve of implied volatilities at a given maturity by the ratio of implied volatilities of 25 delta put and call options. The ...
