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PUT Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/put/The Cboe S&P 500 PutWrite Index SM (PUT) tracks the value of a hypothetical portfolio of securities (PUT portfolio) that yields a buffered exposure to S&P 500 ...
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 ...
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 ...
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 ...
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: The Impact of Grouping
https://www.cboe.com/.../inside-volatility-trading-the-impact-of-grouping/Mar 23, 2021 ... Equity markets, particularly technology names, were ripping higher. ... calls and puts in Index products since late March of 2020. The ...
Inside Volatility Trading: A Day, A Week, A Year, A Decade
https://www.cboe.com/.../inside-volatility-trading-a-day-a-week-a-year-a-de...Aug 24, 2021 ... Since the October 2020 closing lows (3246) the large cap U.S. equity index has gained 37%. ... Imagine we place a ratio call spread with a short ...
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 ...
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 ...
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 ...
