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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 ...
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 ...
Cboe S&P 500 Volatility Contingent Daily Covered Call Index ...
https://cdn.cboe.com/resources/.../CboeGlobalIndices_SPDVDCC-Index.pdfHigher risk-adjusted return - The SPDVDCC. Index generated superior Sharpe Ratio and Sortino. Ratio than the S&P 500 index. Please see page 2 for more data on ...
SKEW Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/skew/3 days ago ... The Cboe SKEW Index SM (SKEW) estimates the skewness of S&P 500 returns at the end of a 30-day horizon.
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 ...
HEDGING VS. DIVERSIFICATION
https://cdn.cboe.com/.../Hedging-vs-Diversification-White-Paper-Paoloni-a...The strong performance of put options during the COVID-19 crisis led to a substantial increase in the Sortino ratio ... call a broker, buy puts and its done,.
Cboe Options Introduces Automation for Index Orders With Multiple ...
https://cdn.cboe.com/.../Cboe-Options-Introduces-Automation-for-Index-O...Mar 20, 2022 ... A combo is a purchase (sale) of an index option call and sale (purchase) of an index option put with the ... ratio of 8:1 or less. When ...
