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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 ...
The Week That Was: March 1 to March 5
https://www.cboe.com/insights/.../the-week-that-was-march-1-to-march-5/Mar 8, 2021 ... VIX options were particularly active during the Thursday session, with its call/put ratio nearly even for the week. RUT options volume ...
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: 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 ...
Simply Put(Writing)
https://cdn.cboe.com/resources/.../Neuberger_Berman_Simply_PutWriting....In this vein, we present collateralized equity index putwriting as a strategy well suited to improve the risk-return efficiency, liquidity, flexibility and cost ...
The Week that Was: January 24 to January 28
https://www.cboe.com/insights/.../the-week-that-was-january-24-to-january-...Jan 31, 2022 ... The VIX options call-put ratio was 0.92:1. RUT options ADV was 48,050 contracts, down from the previous week's ADV of 78,900. Across the ...
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 ...
Amsterdam, 27 October 2015 Dear Mr. Ingves, We, ABN AMRO ...
https://cdn.cboe.com/resources/government_relations/.../20151027.pdfOct 27, 2015 ... unintended consequences of the Leverage Ratio using the Current Exposure Method (CEM). Unless the SA-CCR method is allowed as a replacement ...
VIX Index Historical Data
https://www.cboe.com/tradable_products/vix/vix_historical_data/... puts and calls over a wide range of strike prices. The price history for the Cboe S&P 100 Volatility Index (VXO®) matches the values for the original ...
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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 ( ...
