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New Cboe® MSCI® Index Tools to Track and Manage Global Equity ...
https://www.cboe.com/.../new-cboe-msci-index-tools-to-track-and-manage-...Mar 17, 2024 ... Dive into high-level current and historical data from our markets. ... puts when compared to many of the OTM call options. OTM index option ...
RG15-145 - Product Description and Margin and Net Capital ...
https://cdn.cboe.com/resources/regulation/circulars/.../RG15-145.pdfOct 16, 2015 ... ... (option current market value) to be deposited (maintained). ... The initial and maintenance margin requirement for a short put or call is 100% of ...
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 ...
Benchmark Indices Series: Hedging Downside Exposure with PPUT ...
https://www.cboe.com/.../benchmark-indices-series-hedging-downside-exp...Jul 15, 2021 ... Dive into high-level current and historical data from our markets. ... call option to cover the cost of the put spread. Standard Deviations ...
The Portfolio Diversification Potential of Long VIX® Futures and ...
https://cdn.cboe.com/.../Szado_Portfolio_Diversification_LONG_VIX_fut_...Jun 15, 2020 ... A 2007 paper by Grant, Gregory and Lui of Goldman Sachs considers the payout ratios of VIX calls and SPX puts across all strikes and expirations ...
The Week that Was: November 15 to November 19
https://www.cboe.com/.../the-week-that-was-november-15-to-november-19...Nov 22, 2021 ... The VIX options call-put ratio was 1.08:1. RUT options ADV was 55,000 contracts, down from the previous week's ADV of 56,500. Across the ...
Record Option Flow in 3M as Traders Positioned for Spinoff
https://www.cboe.com/.../record-option-flow-in-3-m-as-traders-positioned-f...Sep 9, 2022 ... It's also a way for stock loan traders to lock in a financing rate for a specific time horizon as the price difference between the put/call ...
The Week that Was: February 21 to February 25
https://www.cboe.com/.../the-week-that-was-february-21-to-february-25/Feb 28, 2022 ... The VIX options call-put ratio was 1.12:1. RUT options ADV was 50,500 contracts, down from the previous week's ADV of 34,000. Across the ...
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 ...
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.
