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Strategy-based Margin
https://www.cboe.com/us/options/strategy_based_marginThe initial(maintenance) margin requirement is 75% of the cost(market value) of a listed, long term equity or equity index put or call option.
Cboe Insights - Derivatives Market Research
https://www.cboe.com/insights/categories/DerivativesResearch/How Early Exercise Order Flow Impacts Equity Option Put/Call Ratios. Read More · Related Post Image. Navigating the Complex World of Equity Options Data. Read ...
VIX YOUR PORTFOLIO
https://cdn.cboe.com/resources/vix.../blackrock-vixyourportfolio.pdfJun 2, 2013 ... One basic strategy, called a “short straddle,” combines a short put and short call ... targeted dollar notional to capital ratio. However ...
SMILE Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/smile/Investors often encapsulate the curve of implied volatilities at a given maturity by the ratio of implied volatilities of 25 delta put and call options. The ...
Cboe U.S. Options Current Market Statistics
https://www.cboe.com/us/options/market_statistics/market/2023-09-27/Sep 27, 2023 ... CALLS, PUTS, TOTAL, P/C RATIO. 09:00 AM, 471939, 271665, 743604, 0.58. 09:30 AM, 736022, 531200, 1267222, 0.72. 10:00 AM, 1021980, 784543 ...
Cboe Titanium U.S. Options Quoted Spread Book User Manual
https://cdn.cboe.com/resources/.../Quoted_Spread_Book_User_Manual.pdfApr 2, 2024 ... "Leg Ratio": "-1.0",. "OSI ... Each trading date, an "Achor Strike" is calculated by using the put-call parity implied forward price at.
The BXM and PUT Conundrum, Catherine Shalen Introduction
https://cdn.cboe.com/resources/indices/documents/bxm-put-conundrum.pdf, and, assuming put call parity at the put strike, this implies. 0. 0. 0. 0. 0 ... The rate from settlement to the close depends on the ratio of the closing value ...
CBOE S&P 500 95-110 Collar Index (CLL)
https://cdn.cboe.com/resources/indices/.../newcollardescriptionoct1909.pdfand ask prices of the put and call options reported before 4:00 p.m. ET at date t. ... Sharpe Ratio. 0.09. 0.14. 0.10. Semi-Sharpe Ratio. 0.15. 0.13. 0.13. In ...
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 ... The VIX options call-put ratio was 2.09:1 – the highest call-put ration since the week ending September 17, 2021. RUT options ADV was around ...
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 ... S&P 500 Index Bull and Bear Markets & Corrections: 2008-2020 (Daily Ratio Scale) ... Imagine we place a ratio call spread with a short put in VIX ...
