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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 ...
On January 19, 1993, the Chicago Board Options Exchange introduced the CBOE Volatility Index, commonly known as the VIX Index. [16] The index was developed by Robert E. Whaley , a Vanderbilt University finance professor, [ 17 ] and was intended to measure the 30-day implied volatility of S&P 100 option prices. [ 16 ]
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 Broader Markets The major indices rallied to new highs. Options were pricing in about a 2% move last week and the SPY climbed by nearly 3%. With that, option volatility, as measured by the VIX ...
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All this has kept the S&P 500 floating around its all-time high all week, now well over 5,800, as the index passes more and more year-end forecasts — and their subsequent upward revisions, like ...
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] For example, CBOE Volume and Put/Call Ratio data is compiled for the convenience of site visitors. [3]
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 ...
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