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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: ...
A New Year for the Russell 2000 - Cboe Global Markets
https://www.cboe.com/insights/posts/a-new-year-for-the-russell-2000/Jan 6, 2022 ... ... Put/Call ratio around 1.85 during December. Given this negative outlook, there are 3 bearish trades to highlight. Put Butterfly. The first ...
Russell Reconstitution: Opportunities to Harvest Volatility
https://www.cboe.com/.../russell-reconstitution-opportunities-to-harvest-vol...Jun 3, 2022 ... For example, tracking volume on Russell 2000 Index options puts and calls using a put/call ratio can signal levels of market sentiment.
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 ... In practice, the net price is expressed as the difference between the stock price ($127) and the net synthetic — the call price - put price + ...
VIX® Call Demand Near Record High Ahead of FOMC
https://www.cboe.com/.../vix-call-demand-near-record-high-ahead-of-fomc...Jan 27, 2025 ... ... put skew (3M 10D/25D ratio) steepening to the 86th percentile high last week. With mega-cap Tech earnings kicking off this week, we're ...
Cboe S&P 500 Left Tail Volatility Index
https://cdn.cboe.com/.../Cboe_SnP_500_Left_Tail_Volatility_Index_Metho...Mar 14, 2024 ... "Tail risk and return predictability for the Japanese equity market," Journal of Econometrics, Elsevier, ... put-call price difference to ...
Inside Volatility Trading: The Chicken or the Egg?
https://www.cboe.com/.../inside-volatility-trading-the-chicken-or-the-egg/Apr 20, 2021 ... Put/Call Ratios; Open Interest Ratio; Stock/Bond Ratio; Smart Money ... Then equity prices started to rise. The S&P 500 Index bottomed ...
Understanding Retail Investors' Trading Behavior in the U.S. Options ...
https://cdn.cboe.com/.../Understanding-Retail-Investors-Dynamic-Trading-...May 17, 2024 ... an inherent flaw by comparing retail investors' equity P&L with the P&L of call options alone. ... calls, buying protective puts, or using a 1x2 ...
New Cboe® MSCI® Index Tools to Track and Manage Global Equity ...
https://www.cboe.com/.../new-cboe-msci-index-tools-to-track-and-manage-...Mar 17, 2024 ... ... Ratio (0.42). The MSCI EAFE Index and the MSCI Emerging ... puts when compared to many of the OTM call options. OTM index option ...
