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The Week that Was: Jan. 11 to Jan. 15
https://www.cboe.com/insights/posts/the-week-that-was-jan-11-to-jan-15/Jan 18, 2021 ... Here's a look at the options market put-call ratio from 1997 to today. Put-Call Ratio from 1997 - 2021. Source: Bloomberg. Macro Movers. U.S. ...
The Week that Was: January 31 to February 4
https://www.cboe.com/insights/.../the-week-that-was-january-31-to-februar...Feb 7, 2022 ... Cboe's Put/Call ratio, which includes Indices, Equities and ETFs has been grinding higher, meaning put volumes continue to outpace call ...
VIX® Options Volume on Pace to Exceed 2017 Record
https://www.cboe.com/.../vix-options-volume-on-pace-to-exceed-2017-rec...Aug 22, 2023 ... ... call and call spread volume indicate a resurgence in using VIX options to hedge. For example, VIX 2M skew (25-delta call/put ratio) has ...
Cboe | Search Results
https://www.cboe.com/search/?q=put&start=1680In 2021 the non-index put/call volume ratio dipped to historic lows near .55, or 9 calls for every 5 puts compared to an average close to 0.9 ... The Week ...
Cboe | Search Results
https://www.cboe.com/search/?q=equity+put+call+ratio%2F1000&start...with a ratio less than one-to-three (.333) or ... The BXMU Index measures the total rate of return of a hypothetical one-month “covered call” strategy.
Cboe Options Introduces Automation for up to 8:1 Ratio Index ...
https://cdn.cboe.com/.../Cboe-Options-Introduces-Automation-For-Index-C...Jul 9, 2021 ... ... ratio up to 8:1. A combo is a purchase (sale) of an index option call and sale (purchase) of an index option put with the same quantity ...
CBOE S&P 500® SMILESM INDEX
https://cdn.cboe.com/resources/indices/.../cboe-smile-index-fact-sheet.pdfSep 30, 2016 ... The put is always sold short. The call is also sold short when the implied volatility smile steepens such that the ratio of the put and call.
Options on MSCI EAFE (MXEA) and EM (MXEF) Indexes
https://cdn.cboe.com/resources/.../msci-index-options-fact-sheet.pdf10.7 for OTM MXEA calls to 35.9 for OTM MXEF puts. Source: Estimates by ... Sharpe Ratio. Sortino Ratio. (MAR = 0%). Skewness. BXEF - Cboe MSCI Emerging ...
Cboe Options Introduces 8:1 Ratio Enhancements for FLEX and ...
https://cdn.cboe.com/.../release.../Cboe-Options-8-1-Ratio-Enhancements.p...Jun 15, 2020 ... A combo is a purchase (sale) of an index option call and sale (purchase) of an index option put with the same quantity, underlying index, ...
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 ...
