#CBOERMC Archives - Cboe Blogs

  • Trader Talk | Jun 21, 2017, 12:57 PM

    Sixth Annual CBOE RMC Europe Set for London in September

    Sixth Annual CBOE RMC Europe Set for London in September

    Today may be the longest day of the year, but I’m already looking forward to a post-Labor Day event, specifically the 6th Annual European version of CBOE’s Risk Management Conference which will be held September 11th through 13th.   This year we will be visiting a new location just outside London, The Grove Hotel which appears to be an ideal setting for discussing all things derivatives and volatility.  Day one kicks off with a discussion titled New Developments in Options[...]

  • Mar 12, 2017, 2:05 PM

    The Weekly Options News Roundup – 3/12/2017

    The Weekly Options News Roundup – 3/12/2017

    The Weekly News Roundup is your weekly recap of CBOE features, options industry news and VIX Index and volatility-related articles from print, broadcast, online and social media outlets.      CBOE RMC U.S. Wrap-UP The 33rd annual CBOE Risk Management Conference (RMC) wrapped up another successful year. Over 300 financial professionals gathered in Dana Point, California to discuss the latest trends in equity derivatives, options and volatility trading, and risk management[...]

  • Mar 9, 2017, 11:47 AM

    CBOE’s Edward Provost on Exchange’s New Initiatives

    CBOE’s Edward Provost on Exchange’s New Initiatives

    2017 CBOE Risk Management Conference Options Hub Blog Edward Provost Remarks Thursday, March 9, 2017 Day Two of CBOE RMC U.S. kicked off with bittersweet final remarks from CBOE’s Edward Provost, who officially retired as President and COO last week. Provost began with the obvious: CBOE Holdings’ acquisition of Bats Global Markets. “We believe the CBOE-Bats combination will enable us to cement CBOE’s position as the go-to partner for developing cutting-edge trading and investment[...]

  • Mar 8, 2017, 3:46 PM

    CBOE RMC Presentation: Funds and Use of Options Strategies

    CBOE RMC Presentation:  Funds and Use of Options Strategies

    The first session of the 33rd Annual CBOE Risk Management Conference featured Teri Geske from Wilshire Associates and Michael Oyster from Fund Evaluation Group.  Their presentation focused on white papers that discuss BuyWrite and PutWrite benchmark indexes that were created by CBOE. Michael Oyster went first noting that the long term trend for yields has been to the downside.  He then discussed the performance of benchmark indexes that utilize Russell 2000 (RUT) Index options.  The[...]

  • Feb 8, 2017, 3:28 PM

    Portfolio Protection, Tail Risk and 15 Histograms

    Portfolio Protection, Tail Risk and 15 Histograms

    With U.S. stock market indexes recently hitting all-time highs, there is quite a bit investor uncertainty about the markets and there is high demand for protection from large market declines. One metric providing evidence of this high demand is the CBOE SKEW Index (SKEW). In the 27 years from 1990 through 2016, the average daily level for the SKEW Index was 118.4, and the average level of SKEW never topped 130 in any of those 27 years. In the year 2017 (through February 7) the average daily level[...]