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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 ...
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 ...
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 ...
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 ...
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 ...
SKEW Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/skew/5 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 ...
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 ...
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,.
