Ten New CBOE Benchmark Indexes – Risk Management and Yield-enhancing...
Today CBOE announced in a press release that it has created 10 new options-based strategy performance benchmark indexes that are designed to highlight the long-term utility of options as risk...
View ArticleIs The Fed’s CCAR Pushing Up the SKEW Index and Driving More Demand for O-T-M...
In a December 8 Bloomberg news report – “Who’s the Bear Driving Up the Price of U.S. Stock Options?” – Joseph Ciolli wrote – “For more than a year, dealers in the U.S. equity derivatives market have...
View ArticlePaper by Professor Bondarenko Has Intriguing New Analysis of the Premiums,...
A new 10-page study examines both the CBOE S&P 500 PutWrite Index (PUT) and the CBOE S&P 500 One-Week PutWrite Index (WPUT), comparing their performances with that of traditional benchmark...
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