Search Results
Swiss Army Knife of Option Overlays
https://www.cboe.com/insights/posts/swiss-army-knife-of-option-overlays/Nov 29, 2023 ... An overlay can consist of a single option position, such as a covered call, or can include a large number of puts and/or calls held long and/or ...
Gain Exposure to Bitcoin with Cboe's Bitcoin ETF Index Options
https://www.cboe.com/.../gain-exposure-to-bitcoin-with-cboes-bitcoin-etf-i...Feb 13, 2025 ... Dive into high-level current and historical data from our markets. ... call option expiring at the end of the month. For example, if spot ...
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 ...
New Header p1
https://cdn.cboe.com/resources/.../pap-assetconsultinggroup-cboe-feb2012....One measure of risk-adjusted returns, the Sortino Ratio, was 0.90 for the PUT Index, 0.75 for BXY, 0.71 for BXM, 0.50 for S&P 500, and 0.31 for CLL Index ( ...
RLG Options Product Specification
https://www.cboe.com/tradable_products/ftse.../rlg_specificationsWriters of uncovered puts or calls must deposit / maintain 100% of the option proceeds* plus 15% of the aggregate contract value (current index level x $100) ...
Cboe Futures Vix Contract Specifications
https://www.cboe.com/tradable_products/vix/vix_futures/specifications/Dive into high-level current and historical data from our markets. ... A long call/short put VX Options position is treated as equivalent to a long ...
The Week that Was: September 13 to September 17
https://www.cboe.com/.../the-week-that-was-september-13-to-september-17...Sep 21, 2021 ... The VIX options call-put ratio was 2.08:1. RUT options ADV was 58,000 contracts, compared to an ADV of 63,100 contracts the previous week ...
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 ...
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 ...
UK 100 Index Options Product Specification
https://www.cboe.com/europe/derivatives/products/UK100OThe Cboe UK 100 index (Symbol: BUK100P) aims to be comprised of the largest 100 UK issuers ranked by their full market capitalisation. This is a price return ...
