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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 ...
Long/short options ideas on European banks in June 2024
https://www.cboe.com/.../long-short-options-ideas-on-european-banks-in-ju...Jun 17, 2024 ... ... ratio between 5-8%, meaning any decline in these banks' asset ... put and buying two 3-month 95 strike puts. The latter is the same ...
Dawn of a New Era Brings on the Existence of Skew
https://www.cboe.com/.../dawn-of-a-new-era-brings-on-the-existence-of-sk...Oct 19, 2021 ... ... call options and OTM SPX put options. Since 1987's Black Monday market participants have been willing to pay more for downside protection ...
Cboe Options Procedure for Multi-Class Spread Orders
https://cdn.cboe.com/.../Cboe-Options-Procedure-for-Multi-Class-Spread-O...... (call or put), but one leg must be a buy and the other leg a sell. • Multi-Class Spread Orders that do not meet the ratio requirements defined below are rejected ...
VIX YOUR PORTFOLIO
https://cdn.cboe.com/resources/futures/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 ...
