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Rules of Cboe C2 Exchange, Inc.
https://cdn.cboe.com/resources/regulation/.../C2_Exchange_Rule_Book.pdfA “vertical” spread is a two-legged complex order with one leg to buy a number of calls (puts) and one leg to sell the ... 251 – 1000. 2.5 times adjustment amount ...
The Week that Was: October 4 to October 8
https://www.cboe.com/insights/.../the-week-that-was-october-4-to-october-8...Oct 11, 2021 ... The VIX options call-put ratio was 1.1:1. RUT options ADV was 57,400 ... Russell, Russell 1000®, Russell 2000®, Russell 3000® and ...
The Week that Was: October 11 to October15
https://www.cboe.com/insights/.../the-week-that-was-october-11-to-october-...Oct 18, 2021 ... The VIX options call-put ratio was 1.2:1. RUT options ADV was 59,500 ... 1000®, Russell 2000®, Russell 3000® and Russell MidCap® names ...
SR-CBOE-2024-042 Amendment No. 1
https://cdn.cboe.com/.../rule.../SR-CBOE-2024-042-Amendment-No-1.pdfMar 14, 2025 ... ... number of put and call option contracts, each having the same ... ratio * daily low * 1000/100) = (10. * 1.2) + (1 * 13 * 10) = $118.
The Week that Was: October 18 to October 22
https://www.cboe.com/insights/.../the-week-that-was-october-18-to-october-...Oct 25, 2021 ... The VIX options call-put ratio was 1.17:1. RUT options ADV was 42,800 contracts, compared to an ADV of 59,500 contracts the previous week.
Inside Volatility Trading: Market Wisdom
https://www.cboe.com/insights/.../inside-volatility-trading-market-wisdom/Jan 26, 2021 ... The 10% OTM calls and puts with 30 days until expiration are trading ... Perhaps most concerning for investors, the CAPE ratio is a cyclically ...
14-017 Spreads
https://cdn.cboe.com/resources/regulation/rule.../SR-CFE-2014-017.pdfAug 15, 2014 ... With respect to the limits on the number of contracts bought or sold per trading day, (i) ... put or call option, the same strike price, where the ...
VIX® Index Futures & Options
https://cdn.cboe.com/resources/vix_options/VIX_fact_sheet.pdfThe Cboe Volatility Index® (VIX® Index) is a leading measure of market expectations of near-term volatility conveyed by S&P 500 Index® (SPX) option prices.
Inside Volatility Trading: Breaking Down the VIX Index and its ...
https://www.cboe.com/.../inside-volatility-trading-breaking-down-the-vix-i...Jun 21, 2022 ... Simply put, the VIX Index tells us the level of ... Although the VIX Index isn't expressed as a percentage, it can be understood as one.
Inside Volatility Trading: Not All Tenors Behave the Same
https://www.cboe.com/.../inside-volatility-trading-not-all-tenors-behave-the...Jan 15, 2020 ... Source: Cboe. 16.50 – 13.60 = 2.90*1000 (contract multiplier) = $2900 change in value for Weekly VIX® future ... Simply put, the bid/ask ...
