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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 ...
Understanding Index Options - Cboe Global Markets
https://cdn.cboe.com/.../Undestanding_Index_Options_Placing_a_Trade.pd...If a trader buys a put option with a strike price of $530, paying a premium of $137 per contract (or $1.37 per put option), considering that each contract ...
Cboe Zero-Cost Put Spread Collar Indices
https://cdn.cboe.com/.../Cboe_Zero-Cost_Put_Spread_Collar_Indices_Meth...Aug 9, 2024 ... The Cboe S&P 500 Zero-Cost Put Spread Collar Index (CLLZ) is designed to measure track the performance of a hypothetical low volatility strategy ...
Cboe MSCI Put Protection Indices
https://cdn.cboe.com/.../Cboe_MSCI_Put_Protection_Indices_Methodology...Jan 31, 2025 ... ... Put options. • The Cboe MSCI Emerging Markets 5% Put Protection Index (PPUTEF) is designed to track the performance of a hypothetical ...
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 ...
PUTD Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/PUTD/To implement an index cash-secured putwrite strategy: (1) sell index put options, and (2) hold cash or cash equivalents (e.g., Treasury bills) to fully ...
PUTR Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/putr/... puts on the Russell 2000 Index (RUT put), where K is the strike price of the put option. The PUTR portfolio is rebanced monthly, typically on the third ...
Oleg Bondarenko Analyzes the Historical Performance of Put ...
https://www.cboe.com/rmcinsights/?wchannelid=r77qiq7qaa&wmediaid...Cboe RMC is the premier educational conference focused on bringing together industry leaders from around the globe to share their boldest ideas.
Cboe PutWrite Indices Methodology
https://cdn.cboe.com/api/.../us.../Cboe_PutWrite_Indices_Methodology.pdfOct 14, 2024 ... of a hypothetical passive investment strategy that collects option contract premiums from writing a 2%. Out-of-the-Money (“OTM”) SPX put option ...
Swiss Army Knife of Option Overlays - Cboe Global Markets
https://www.cboe.com/insights/posts/swiss-army-knife-of-option-overlays/Nov 29, 2023 ... ... put spreads on the SPX with the short put strike at 98% of the SPX and the long put struck at 95% of the SPX, an investor would have ...
