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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 ...
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 ...
Selling VIX® Futures and Options for Portfolio Return Enhancement
https://cdn.cboe.com/.../Szado_Selling_VIX_Fut_&_Opt_for_Enhancement...Jun 15, 2020 ... ... call and put options with a capped long VIX call option position. The position is collateralized by. VIX Futures. VIX Options. Exchange. Cboe ...
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 ...
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 ...
VIX YOUR PORTFOLIO
https://cdn.cboe.com/resources/futures/blackrock-vixyourportfolio.pdfJun 2, 2013 ... One basic strategy, called a “short straddle,” combines a short put and short call ... and rebalances equity index or equity futures exposures.
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 ...
Times are changing. So must portfolios.
https://www.cboe.com/insights/posts/times-are-changing-so-must-portfolios/Jun 28, 2023 ... ... equity, 40% covered calls, and 10% fixed income. To help tell the story, we will be looking at the Sharpe Ratio or your returns relative to ...
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 ...
