Search Results
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.
S&P 500 Weeklys Options
https://www.cboe.com/tradable_products/sp_500/spx.../specifications/Volume and Put/Call Ratios · Benchmark Strategy Index Roll · Cboe DataShop. Trading Resources. Global Trading Hours · SPX Options Contract Specification · SPX ...
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 ...
The Week that Was: August 23 to August 27
https://www.cboe.com/insights/.../the-week-that-was-august-23-to-august-2...Aug 30, 2021 ... The VIX options call-put ratio was 1.03:1. RUT options ADV was 69,800 contracts, compared to an ADV of 69,700 contracts the previous week ...
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 ...
SKEW Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/skew/4 days ago ... The Cboe SKEW Index SM (SKEW) estimates the skewness of S&P 500 returns at the end of a 30-day horizon.
