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Rebalancing using Options - Final March 2014
https://cdn.cboe.com/.../RebalancingUsingOptionsAbsoluteFinalMarch2014...Then we write puts and calls and buy more equities as reflected in the final equity allocation of 30.03% and the negative option positions. Those transactions ...
Long/short options ideas on European banks in June 2024
https://www.cboe.com/.../long-short-options-ideas-on-european-banks-in-ju...Jun 17, 2024 ... ... equity to total assets ratio between 5-8%, meaning any decline in ... put and buying two 3-month 95 strike puts. The latter is the same ...
Options-Based Benchmark Indexes: Performance, Risk and ...
https://cdn.cboe.com/.../wilshire-options-based-benchmark-indexes-2019.p...Dec 31, 2018 ... strategies had superior Sharpe ratios; the PUT index's Sharpe ratio was 46% greater than S&P 500's. ... equity investments, typically by writing ...
Cboe | Search Results
https://www.cboe.com/search/?q=put&start=91Talaria Global Equity Fund - Currency Hedged (Managed Fund ... ... The call is also sold short when the implied volatility smile steepens such that the ratio of ...
Simply Put(Writing)
https://cdn.cboe.com/resources/.../Neuberger_Berman_Simply_PutWriting....(long equity plus short call option equals lower volatility). Of course ... PUT Index. Risk-Managed Portfolio. High Equity Exposure. Low Equity Exposure. Time ...
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 ... ... put options on the stock, while at the same time selling call options. ... Beyond the Efficient Frontier with SynthEquity™ - Using Call ...
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 ...
Options-Based Downside Protection
https://cdn.cboe.com/.../Allspring_options-based-downside-protection.pdfDec 2, 2021 ... We buy protection against downside risk through the purchase of equity index put options of 12-month tenor ... buyer may purchase (for a call) or ...
Cboe MSCI Index Options Market Access Guide Introduction Table ...
https://cdn.cboe.com/resources/msci/Market-Access-Guide.pdfTo better manage the funded ratio risk, pension and insurance companies with long equity portfolios ... Buy 1 call and 1 put of the same strike and expiration. 2.
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 ...
