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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 ...
How to Right-size Hedges Via Beta Weighting with XSP Options
https://www.cboe.com/.../how-to-right-size-hedges-via-beta-weighting-with...Dec 2, 2022 ... At expiration, the 360 put strike is 10% below the current 400 XSP price, while the 300 strike is 25% below. Of course, between now and ...
Inside Volatility Trading: Market Wisdom
https://www.cboe.com/insights/.../inside-volatility-trading-market-wisdom/Jan 26, 2021 ... The current ATM 1-month implied volatility is trading around 17%. The 10% OTM calls and puts with 30 days until expiration are trading on a ...
Cboe Launches First-Ever Global Options-Based Benchmark Indexes
https://www.cboe.com/.../cboe-launches-first-ever-global-options-based-be...Jul 1, 2019 ... Dive into high-level current and historical data from our markets. ... Strategies that engage in covered call writing or cash-secured put ...
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 ...
VIX Index Historical Data
https://www.cboe.com/tradable_products/vix/vix_historical_data/Dive into high-level current and historical data from our markets. ... puts and calls over a wide range of strike prices. The price history for the ...
Margin Manual
https://cdn.cboe.com/resources/options/margin_manual_april2000.pdfreflected below (Put Spreads or Call Spreads; Short Put and Short Call). ... of current market value or the call exercise price. In this example, the ...
VXN Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/vxn/3 days ago ... The Cboe NASDAQ-100 Volatility Index SM (VXN) is a key measure of market expectations of near-term volatility conveyed by NASDAQ-100 Index (NDX) option prices.
HEDGING VS. DIVERSIFICATION
https://cdn.cboe.com/.../Hedging-vs-Diversification-White-Paper-Paoloni-a...of the index from the previous option expiration date to the current option expiration date which ... call a broker, buy puts and its done,. It's much ...
MRUT: Mini-Russell 2000 Index Options
https://www.cboe.com/tradable.../ftse.../mini_russell_2000_index_options/The Cboe Mini-SPX option contract, known by its symbol XSP, is an index option product designed to track the underlying S&P 500 Index. This chart shows XSP ...
