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VIX Index
https://www.cboe.com/tradable_products/vix/One of the biggest risks to an equity portfolio is a broad market decline. The VIX Index has had a historically strong inverse relationship with the S&P 500® ...
Cboe U.S. Options Current Market Statistics
https://www.cboe.com/us/options/market_statistics/?mkt=exoEquity Options. TIME, CALLS, PUTS, TOTAL, P/C RATIO. 09:00 AM, 308662, 235941, 544603, 0.76. 09:30 AM, 557079, 380743, 937822, 0.68. 10:00 AM, 723826, 494922 ...
The Week that Was: March 21 to March 25
https://www.cboe.com/insights/.../the-week-that-was-march-21-to-march-25...Mar 28, 2022 ... VIX options ADV was about 520,000 contracts last week, higher than the previous week's ADV of 680,000. The VIX options call-put ratio was 2.09:1 ...
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 ...
Cboe U.S. Options Current Market Statistics
https://www.cboe.com/us/options/market_statistics/market/2021-09-30/Sep 30, 2021 ... Equity Options. TIME, CALLS, PUTS, TOTAL, P/C RATIO. 09:00 AM, 548706, 279555, 828261, 0.51. 09:30 AM, 929480, 494837, 1424317, 0.53. 10:00 AM ...
BERENBERG ASSET MANAGEMENT AUGUST 2017
https://cdn.cboe.com/.../the_rising_use_of_short_volatility_strategies-separa...adjusted ratio of price-to-earnings ... At their core, many options-based short volatility strategies involve the simultaneous sale of a put and call on a.
Benchmark Indices Series: Hedging Downside Exposure with PPUT ...
https://www.cboe.com/.../benchmark-indices-series-hedging-downside-exp...Jul 15, 2021 ... ... ratio hit 37 in June 2021, which is much higher than its long ... put options and selling OTM index call options. The premium received ...
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 ...
EVALUATING OPTIONS FOR ENHANCED RISK-ADJUSTED ...
https://cdn.cboe.com/.../rut/cboe-russell-2000-option-benchmark-suite.pdfMar 21, 2016 ... Gateway Equity Call Premium A. GCPAX. Glenmede International Secured ... 2000 Index call option to cover the cost of the put option spread.
Swiss Army Knife of Option Overlays
https://www.cboe.com/insights/posts/swiss-army-knife-of-option-overlays/Nov 29, 2023 ... An overlay can consist of a single option position, such as a covered call, or can include a large number of puts and/or calls held long and/or ...
