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SPX - Delayed Quotes
https://www.cboe.com/delayed_quotes/spx/quote_table/... Current year and historical data for Cboe's benchmark indices. European ... Calls. (EXPR: Wed Apr 09 2025). Strike. Last. Net. Bid. Ask. Vol. IV. Delta. Gamma.
“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, ...
Cboe Insights - Derivatives Market Research
https://www.cboe.com/insights/categories/DerivativesResearch/Dive into high-level current and historical data from our markets. ... How Early Exercise Order Flow Impacts Equity Option Put/Call Ratios. Read ...
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 ...
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 ... Steep Volatility Skew. The current ATM 1-month implied volatility is trading around 17%. The 10% OTM calls and puts with 30 days until ...
The Week that Was: March 14 to March 18
https://www.cboe.com/insights/.../the-week-that-was-march-14-to-march-18...Mar 21, 2022 ... The VIX options call-put ratio was 1.43:1. RUT options ADV was around 52,000 contracts, higher than the previous week's ADV of 36,600 ...
Cboe Titanium U.S. Options Quoted Spread Book User Manual
https://cdn.cboe.com/resources/.../Quoted_Spread_Book_User_Manual.pdfApr 2, 2024 ... Each trading date, an "Achor Strike" is calculated by using the put-call parity implied forward price at the next Lead contract expiration ...
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.
VIX Futures and Options – A Case Study of Portfolio Diversification ...
https://cdn.cboe.com/resources/vix_options/vixfuturesoptionsumassfull.pdfA 2007 paper by Grant, Gregory and Lui of Goldman Sachs4 considers the payout ratios of VIX calls and SPX puts across all strikes and expirations in the period ...
