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PUT Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/put/The Cboe S&P 500 PutWrite IndexSM (PUT) tracks the value of a hypothetical portfolio of securities (PUT portfolio) that yields a buffered exposure to S&P 500 ...
Cboe U.S. Options Current Market Statistics
https://www.cboe.com/us/options/market_statistics/PUTS, TOTAL, P/C RATIO. 09:00 AM, 453116, 495924, 949040, 1.09. 09:30 AM, 792478, 725819, 1518297, 0.92. 10:00 AM, 1075467, 891635, 1967102, 0.83. 10:30 AM ...
Generating Income and Managing Risk: Cash-Secured Put Writing ...
https://www.cboe.com/.../generating-income-and-managing-risk-cash-secur...Oct 6, 2023 ... Mechanics: This strategy involves selling a put option while holding an amount of cash sufficient to purchase the underlying stock should the ...
Cboe Daily Market Statistics
https://www.cboe.com/us/options/market_statistics/daily/The Cboe Market Statistics Summary Data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy.
historical performance of put-writing strategies 2019
https://cdn.cboe.com/.../PutWriteCBOE19_v14_by_Prof_Oleg_Bondarenk...We analyzed the historical performance of two put-writing indices, Cboe S&P 500 PutWrite Index. (PUTSM Index) and Cboe S&P 500 One-Week PutWrite Index ...
Cboe S&P 500 Put Protection Indices
https://cdn.cboe.com/.../Cboe_SP_500_Put_Protection_Indices_Methodolo...Nov 19, 2024 ... ... Put options. • The Cboe S&P 500 Tail Risk Index (PPUT3M) is designed to track the performance of a hypothetical risk- management strategy ...
Cboe Strategy Benchmark Indices
https://www.cboe.com/us/indices/benchmark_indices/Cboe's Strategy Benchmarks · BuyWrite Indices · PutWrite Indices · Combo Indices · Butterfly & Condor Indices · Collar Indices · Put Protection Indices · Risk Reversal ...
Simply Put(Writing)
https://cdn.cboe.com/resources/.../Neuberger_Berman_Simply_PutWriting....These Cboe indexes represent a portfolio that maintains a short position in a 30-day, at-the-money put option on the respective underlying index, rolled monthly ...
Historical Options Data Download
https://www.cboe.com/us/options/market_statistics/historical_data/Cboe Volume & Put/Call Ratios. Cboe Volume and Put/Call Ratio data is compiled for the convenience of site visitors and is furnished without responsibility ...
The BXM and PUT Conundrum, Catherine Shalen Introduction
https://cdn.cboe.com/resources/indices/documents/bxm-put-conundrum.pdfIntuitively, the PUT and. BXM should have the same return because their underlying strategies look equivalent. The BXM index writes an at-the-money call over ...
