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The Week that Was: January 24 to January 28
https://www.cboe.com/insights/.../the-week-that-was-january-24-to-january-...Jan 31, 2022 ... The VIX options call-put ratio was 0.92:1. RUT options ADV was 48,050 contracts, down from the previous week's ADV of 78,900. Across the ...
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 ...
Benchmark Indices Series: Hedging Downside Exposure with PPUT ...
https://www.cboe.com/.../benchmark-indices-series-hedging-downside-exp...Jul 15, 2021 ... Dive into high-level current and historical data from our markets. ... call option to cover the cost of the put spread. Standard Deviations ...
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). Unless the SA-CCR method is allowed as a replacement ...
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https://cdn.cboe.com/resources/.../pap-assetconsultinggroup-cboe-feb2012....One measure of risk-adjusted returns, the Sortino Ratio, was 0.90 for the PUT Index, 0.75 for BXY, 0.71 for BXM, 0.50 for S&P 500, and 0.31 for CLL Index ( ...
The Portfolio Diversification Potential of Long VIX® Futures and ...
https://cdn.cboe.com/.../Szado_Portfolio_Diversification_LONG_VIX_fut_...Jun 15, 2020 ... A 2007 paper by Grant, Gregory and Lui of Goldman Sachs considers the payout ratios of VIX calls and SPX puts across all strikes and expirations ...
Cboe Term Structure Data and Charts
https://www.cboe.com/tradable_products/vix/term_structure/The five indices can serve as tools to gain valuable insights on investor sentiment, and on the historical and current term structure related to S&P 500 options ...
Cboe Futures Vix Contract Specifications
https://www.cboe.com/tradable_products/vix/vix_futures/specifications/Dive into high-level current and historical data from our markets. ... A long call/short put VX Options position is treated as equivalent to a long ...
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 ... Options represent an attractive way to gain such exposures, with Cboe Europe Derivatives (CEDX) currently offering options on 14 bank stocks ...
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 ...
