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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 ...
Margin Manual
https://cdn.cboe.com/resources/options/margin_manual_april2000.pdfThe term “escrow agreement,” when used in connection with cash-settled call or put options, stock index warrants, currency index warrants or currency warrants ...
Cboe GBTC BuyWrite Indices
https://cdn.cboe.com/.../Cboe_GBTC_BuyWrite_Indices_Methodology.pdfMar 18, 2025 ... Semi-annual synthetic position of 6- months call and put options roll. Business day preceding the standard monthly listed option expiry date, ...
Benchmark Indices Series: Hedging Downside Exposure with PPUT ...
https://www.cboe.com/.../benchmark-indices-series-hedging-downside-exp...Jul 15, 2021 ... ... ratio hit 37 in June 2021, which is much higher than its long ... put options and selling OTM index call options. The premium received ...
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 ...
Rebalancing using Options - Final March 2014
https://cdn.cboe.com/.../RebalancingUsingOptionsAbsoluteFinalMarch2014...multi-asset class portfolio by writing call and put options on the S&P 500 index. ... This ratio equals the Sharpe ratio if one assumes the return on the ...
Futures and Options on the VIX® Index
https://cdn.cboe.com/resources/futures/VIX_fact_sheet_2019.pdfNov 3, 2020 ... ... call and put options. On a global basis, it is one of the most ... Sortino Ratio. (MAR = 0.00%). Skewness. Cboe Capped VIX Premium ...
Trading Strategies for Extended Global Trading Hours for VIX and ...
https://www.cboe.com/.../trading-strategies-for-extended-global-trading-ho...Nov 29, 2021 ... Portfolio Protection with SPX Options Puts and VIX Options Calls ... Ratio, than some key traditional benchmark indices. Sortino Ratios ...
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 ...
Inside Volatility Trading: Options and Markets to Be Grateful For
https://www.cboe.com/.../inside-volatility-trading-options-and-markets-to-b...Nov 16, 2021 ... Even more unusual, RUT calls traded more actively than puts. The average put to call ratio in RUT and IWM is 1.55: 1.0. One of the primary ...
