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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 ...
VIX® Call Demand Near Record High Ahead of FOMC
https://www.cboe.com/.../vix-call-demand-near-record-high-ahead-of-fomc...Jan 27, 2025 ... ... put skew (3M 10D/25D ratio) steepening to the 86th percentile high last week. With mega-cap Tech earnings kicking off this week, we're ...
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 ...
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 ...
Cboe GBTC BuyWrite Indices
https://cdn.cboe.com/.../Cboe_GBTC_BuyWrite_Indices_Methodology.pdfFeb 25, 2025 ... Semi-annual synthetic position of 6- months call and put options roll. Business day preceding the standard monthly listed option expiry date, ...
Margin Manual
https://cdn.cboe.com/resources/options/margin_manual_april2000.pdfThe term “escrow agreement,” when used in connection with cash-settled call or put options, stock index warrants, currency index warrants or currency warrants ...
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 ... Much has been made of the forward Price-to-Earnings (P/E) Ratio of ...
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 ...
