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In finance the put/call ratio (or put-call ratio, PCR) is a technical indicator demonstrating investor sentiment. [1] The ratio represents a proportion between all the put options and all the call options purchased on any given day. The put/call ratio can be calculated for any individual stock, as well as for any index, or can be aggregated. [2]
The income return of 19.8% exceeds the total return of 10.3%, as a portion of premiums are paid to insure losses of the put buyers. The PUT Index had a higher Sharpe ratio, higher Sortino Ratio, and more negative skewness than the S&P 500 Index. A key source of excess returns for the PUT Index lies in the fact that index options have tended to ...
Put option: A put option gives its buyer the right, but not the obligation, to sell a stock at the strike price prior to the expiration date. When you buy a call or put option, you pay a premium ...
Put–call parity is a static replication, and thus requires minimal assumptions, of a forward contract.In the absence of traded forward contracts, the forward contract can be replaced (indeed, itself replicated) by the ability to buy the underlying asset and finance this by borrowing for fixed term (e.g., borrowing bonds), or conversely to borrow and sell (short) the underlying asset and loan ...
The put-call ratio, which measures the amount of put buying relative to calls, hit a 12-month high for bitcoin open interest. "All About Bitcoin" host Christine Lee breaks down the Chart of the Day.
The last time the put-call ratio dropped to six-month lows was during the December-January bull run. ... For premium support please call: 800-290-4726 more ways to reach us. Mail. Sign in.
Dividend premium (the difference between the average book-to-market ratios of dividend paying and not paying stocks) potentially can be a good predictor for investor sentiment (Baker & Wurgler (2004) [20] and Vieira (2011) [21]). Retail investor trades data is also reported to be able to represent investor attention (Kumar & Lee (2006) [22 ...
VIX is the ticker symbol and the popular name for the Chicago Board Options Exchange's CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options. It is calculated and disseminated on a real-time basis by the CBOE, and is often referred to as the fear index or fear gauge.