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A New Year for the Russell 2000
https://www.cboe.com/insights/posts/a-new-year-for-the-russell-2000/Jan 6, 2022 ... The market sentiment in RUT options has a bearish overtone given the Put/Call ratio around 1.85 during December. ... current market environment ...
Analyst Price Target and Retail Option Trading*
https://cdn.cboe.com/resources/education/research.../AnalystPriceTarget.pdfas the log ratio of the price target to the current stock price, is associated with increased buy (sell) volume of call (put) options on the announcement.
BXM Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/BXM/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 ( ...
Inside Volatility Trading: The Impact of Grouping
https://www.cboe.com/.../inside-volatility-trading-the-impact-of-grouping/Mar 23, 2021 ... The chart below illustrates the S&P 500 Index forward PE ratio over the past 25 years. ... calls taper off or demand for protective puts increases ...
Inside Volatility Trading: The Chicken or the Egg?
https://www.cboe.com/.../inside-volatility-trading-the-chicken-or-the-egg/Apr 20, 2021 ... Rydex Ratio; Money Market Levels; NYSE Margin Debt Levels; Put/Call Ratios; Open Interest Ratio; Stock/Bond Ratio; Smart Money Index; Credit ...
VIX® Options Volume on Pace to Exceed 2017 Record
https://www.cboe.com/.../vix-options-volume-on-pace-to-exceed-2017-rec...Aug 22, 2023 ... ... call and call spread volume indicate a resurgence in using VIX options to hedge. For example, VIX 2M skew (25-delta call/put ratio) has ...
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 ... Chart: VIX Call Demand Near Record High as Tail Risks Rise. Source ...
PUT Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/put/The Cboe S&P 500 PutWrite Index SM (PUT) tracks the value of a hypothetical portfolio of securities (PUT portfolio) that yields a buffered exposure to S&P 500 ...
Cboe Titanium U.S. Options Complex Book Process
https://cdn.cboe.com/resources/.../US-Options-Complex-Book-Process.pdfFeb 11, 2025 ... A combo is defined as any pair of legs buying a call and selling a put (or vice-versa) with the same strike and expiration in a 1:1 ratio.
Cboe S&P 500 SMILE Index - METHODOLOGY
https://cdn.cboe.com/api/global/us_indices/.../SMILE_Methodology.pdfFeb 14, 2025 ... The strategy relies on the ratio of put and call prices to gauge that risk. ... For intraday calculations, the average of the current reported bid ...
