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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 ...
PUT Index Dashboard - Cboe Global Indices
https://www.cboe.com/us/indices/dashboard/put/The Cboe S&P 500 PutWrite Index SM (PUT) tracks the value of a hypothetical portfolio of securities (PUT portfolio) that yields a buffered exposure to S&P 500 ...
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 ...
“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, ...
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 ...
The Week that Was: August 23 to August 27
https://www.cboe.com/insights/.../the-week-that-was-august-23-to-august-2...Aug 30, 2021 ... Dive into high-level current and historical data from our markets. ... The VIX options call-put ratio was 1.03:1. RUT options ADV was ...
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 ...
High-Probability Trades: Strategies for Trading SPX Weeklys Options
https://www.cboe.com/.../high-probability-trades-strategies-for-trading-spx-...Jul 28, 2022 ... Buying puts or calls. You can buy SPX Weeklys call or put options to hedge or speculate on short-term market moves. Say you have a portfulio ...
The Week that Was
https://www.cboe.com/insights/posts/the-week-that-was/Feb 14, 2022 ... Current year and historical data for Cboe's benchmark indices. ... The VIX options call-put ratio was 1:1. RUT options ADV was 44,000 ...
