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The Week that Was: February 14 to February 18
https://www.cboe.com/.../the-week-that-was-february-14-to-february-18/Feb 22, 2022 ... The VIX options call-put ratio was 1.5:1. RUT options ADV was 34,000 contracts, down from the previous week's ADV of 44,000. Across the Pond.
RLG Options Product Specification
https://www.cboe.com/tradable_products/ftse.../rlg_specificationsWriters of uncovered puts or calls must deposit / maintain 100% of the option proceeds* plus 15% of the aggregate contract value (current index level x $100) ...
RLV Options Product Specification
https://www.cboe.com/tradable_products/ftse.../rlv_specificationsWriters of uncovered puts or calls must deposit / maintain 100% of the option proceeds* plus 15% of the aggregate contract value (current index level x $100) ...
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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 ( ...
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 ...
global x expands canada's largest covered call & enhanced etf ...
https://www.cboe.com/ca/equities/securities/EMML/8815670375098955/Units of the ETFs begin trading today on the Toronto Stock Exchange (" TSX ") and on Cboe Canada (" Cboe "). The Global X Equity Essentials suite is comprised ...
Implied Correlation
https://www.cboe.com/us/indices/implied/Additionally, we observe that the put OTM strike implied correlations were higher than ATM values, and call OTM strike implied correlations were lower than ATM ...
UK 100 Index Options Product Specification
https://www.cboe.com/europe/derivatives/products/UK100OThe Cboe UK 100 index (Symbol: BUK100P) aims to be comprised of the largest 100 UK issuers ranked by their full market capitalisation. This is a price return ...
Cboe Exchange, Inc. Fees Schedule - February 13, 2025
https://cdn.cboe.com/resources/membership/Cboe_FeeSchedule.pdfFeb 13, 2025 ... ... put and a long call position that shares the same strike and expiration. ... current Cboe Options trade engine functionality. The routing ...
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 ...
