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Key Cboe Benchmark Indexes Using SPX Options Offer Strong Risk ...
https://www.cboe.com/.../key-cboe-benchmark-indexes-using-spx-options-...Jan 17, 2019 ... In December 2018 the S&P 500 volatility (and premiums collected by the PUT and WPUT indexes) rose to some of their highest levels in recent ...
Option Flow 2021 – Retail Rising
https://www.cboe.com/insights/posts/option-flow-2021-retail-rising/Mar 8, 2022 ... In 2021 the non-index put/call volume ratio dipped to historic lows near .55, or 9 calls for every 5 puts compared to an average close to 0.9 ...
Inside Volatility Trading: Mercury and Market Retrograde
https://www.cboe.com/.../inside-volatility-trading-mercury-and-market-retr...Feb 15, 2022 ... Finally, in late January/early February of last year, market participants drove the Cboe Total Put/Call ratio to record lows. Calls, ...
Cboe Titanium U.S. Options FIX Specification
https://cdn.cboe.com/resources/.../US_Options_FIX_Specification.pdfOct 19, 2018 ... ... call/put indicator are also required. Alternatively, the Cboe ... Ratio of number of contracts in this leg per order quantity. All legs ...
Russell Reconstitution: Opportunities to Harvest Volatility
https://www.cboe.com/.../russell-reconstitution-opportunities-to-harvest-vol...Jun 3, 2022 ... For example, tracking volume on Russell 2000 Index options puts and calls using a put/call ratio can signal levels of market sentiment.
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 ... Dive into high-level current and historical data from our markets. ... The VIX options call-put ratio was 2.09:1 – the highest call-put ...
Selling VIX® Futures and Options for Portfolio Return Enhancement
https://cdn.cboe.com/.../Szado_Selling_VIX_Fut_&_Opt_for_Enhancement...Jun 15, 2020 ... put options with a capped long VIX call option position. The ... The written ATM and OTM VIX call allocations reduced the Sharpe ratio of the.
Inside Volatility Trading: Options and Markets to Be Grateful For
https://www.cboe.com/.../inside-volatility-trading-options-and-markets-to-b...Nov 16, 2021 ... Even more unusual, RUT calls traded more actively than puts. The average put to call ratio in RUT and IWM is 1.55: 1.0. One of the primary ...
Inside Volatility Trading: Market Wisdom
https://www.cboe.com/insights/.../inside-volatility-trading-market-wisdom/Jan 26, 2021 ... Steep Volatility Skew. The current ATM 1-month implied volatility is trading around 17%. The 10% OTM calls and puts with 30 days until ...
“USE OF OPTION STRATEGIES TO IMPROVE RISK-ADJUSTED ...
https://cdn.cboe.com/resources/education/research.../research-paper.pdfAdditionally, the risk-adjusted returns for the Short Straddle, Short Call, Short Put and Bull Put. Spread were higher than for the Traditional 60/40, ...
