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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 ...
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,.
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 ...
The Week that Was: January 3 to January 7
https://www.cboe.com/insights/.../the-week-that-was-january-3-to-january-7...Jan 10, 2022 ... The VIX options call-put ratio was 1.35:1. RUT options ADV was 50,000 contracts, up from the previous week's ADV of 33,700. Across the Pond.
The Week that Was: September 6 to September 10
https://www.cboe.com/.../the-week-that-was-september-6-to-september-10/Sep 13, 2021 ... The VIX options call-put ratio was 1.36:1. RUT options ADV was 63,100 contracts, compared to an ADV of 58,600 contracts the previous week ...
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 ...
The Week that Was: September 13 to September 17
https://www.cboe.com/.../the-week-that-was-september-13-to-september-17...Sep 21, 2021 ... The VIX options call-put ratio was 2.08:1. RUT options ADV was 58,000 contracts, compared to an ADV of 63,100 contracts the previous week ...
