Ads
related to: cboe options monthly
Search results
Results from the WOW.Com Content Network
The CBOE S&P 500 BuyWrite Index (ticker symbol BXM) is a benchmark index designed to show the hypothetical performance of a portfolio that engages in a buy-write strategy using S&P 500 index call options. The term buy-write is used because the investor buys stocks and writes call options against the stock position. The writing of the call ...
Income Generation. Selling index options 12 times per year can produce significant income. Over the 109-month period studied, the average monthly options premium received was 1.84%, or an annualized rate of 24.46%. Diversification and Reduced Volatility. The volatility of the BXD was 25% less than that of the DJIA and 46% lower than the Russell ...
The CBOE S&P 500 PutWrite Index (PUT) won the annual award for the Most Innovative Benchmark Index at the Twelfth Annual Super Bowl of Indexing Conference in Scottsdale, Arizona on December 3, 2007. The 2007 award for the PUT Index was one of only three product awards granted as part of the William F. Sharpe Indexing Achievement Awards Archived ...
For example, the two options in this spread may have strike prices of $60 and $65, and have paid a net $1.50. At most the trade can lose is $3.50, or the $5 difference minus the $1.50 premium ...
In the case of VIX, the option prices used are the S&P 500 index option prices. [13] [14] The VIX takes as inputs the market prices of the call and put options on the S&P 500 index for near-term options with more than 23 days until expiration, next-term options with less than 37 days until expiration, and risk-free U.S. treasury bill interest ...
The election results helped deliver the stock market's best monthly gain of the year, with the Dow Jones and S&P 500 rising 7.5% and 5.7%, respectively in November.
Options Clearing Corporation's (OCC) Options Symbology Initiative (OSI) mandated an industry-wide change to a new option symbol structure, resulting in option symbols 21 characters in length. March 2010 - May 2010 was the symbol consolidation period in which all outgoing option roots will be replaced with the underlying stock symbol.
The option is worth $3 (the $23 stock price minus the $20 strike price) and the trader has made a profit of $2.50 ($3 minus the cost of $0.50).
Ads
related to: cboe options monthly