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Amsterdam, 27 October 2015 Dear Mr. Ingves, We, ABN AMRO ...
https://cdn.cboe.com/resources/government_relations/.../20151027.pdfOct 27, 2015 ... unintended consequences of the Leverage Ratio using the Current Exposure Method (CEM). ... call or in person if needed. For further ...
The Week that Was: February 21 to February 25
https://www.cboe.com/.../the-week-that-was-february-21-to-february-25/Feb 28, 2022 ... The VIX options call-put ratio was 1.12:1. RUT options ADV was 50,500 contracts, down from the previous week's ADV of 34,000. Across the ...
Unveiling the Sophistication: Understanding Retail Investors ...
https://cdn.cboe.com/.../Understanding-Retail-Investors-Dynamic-Trading-...May 17, 2024 ... P&L of buying a call option does not decrease beyond the strike price when the current ... calls, buying protective puts, or using a 1x2 put ratio ...
Simply Put(Writing)
https://cdn.cboe.com/resources/.../Neuberger_Berman_Simply_PutWriting....In this vein, we present collateralized equity index putwriting as a strategy well suited to improve the risk-return efficiency, liquidity, flexibility and cost ...
Benchmark Indices Series: Income Generation and Smoother ...
https://www.cboe.com/.../benchmark-indices-series-income-generation-and-...Jul 20, 2021 ... Risk-Adjusted Returns: The BXMD, PUT and CMBO Indices had higher risk-adjusted returns (as measured by the Sharpe and Sortino Ratios) than the ...
Volatility Insights: Much Ado About 0DTEs - Evaluating the Market ...
https://www.cboe.com/.../volatility-insights-evaluating-the-market-impact-o...Sep 8, 2023 ... Trading in zero days to expiry options, so called 0DTEs, have exploded in popularity in recent years – rising from 5% of SPX® options volume in 2016 to over 40 ...
Cboe LiveVol
https://www.cboe.com/livevolIs order flow buying or selling volatility? Is flow getting long or short delta? Cboe LiveVol puts today's trades in context with stats only available on our ...
BERENBERG ASSET MANAGEMENT AUGUST 2017
https://cdn.cboe.com/.../the_rising_use_of_short_volatility_strategies-separa...adjusted ratio of price-to-earnings ... At their core, many options-based short volatility strategies involve the simultaneous sale of a put and call on a.
Russell 2000 Index Seasonality and the Treacherous September ...
https://www.cboe.com/.../russell-2000-index-seasonality-and-the-treacherou...Sep 14, 2021 ... The RUT options September 30 2,300 call could be sold for $33.00, which would offset the dollar cost of the put option. However, this limits ...
Consultation Regarding the Cboe S&P 500 15% WHT Quarterly ...
https://cdn.cboe.com/.../Consultation_Regarding_the_Cboe_SP_500_15_W...Sep 8, 2023 ... ... call option with strike determined by the below method. ... where: • IVPutSpread is the average of the implied volatilites of the purchased put ...
