WPUT Archives - Cboe Blogs

  • VIX | Cboe Benchmark Indexes | Cboe RMC | Dec 12, 2017, 7:04 AM

    Cboe Benchmark Index Discussion at RMC Asia

    Cboe Benchmark Index Discussion at RMC Asia

    The opening presentation at the 3rd Annual Cboe RMC Asia matched Matt Moran up with Russell Rhoads (me) for a discussion covering Option Strategies and Option Strategy Benchmarks.  Matt and I both work in the Product Advancement area with Matt holding the title of Vice President and my title being Director.  I began things with a discussion of how different strategies are implemented.  This included an example of a cash secured put that replicated the transaction that would be dictated[...]

  • May 10, 2017, 2:05 PM

    SPXW Weekly Options A.D.V. Rises above 500,000, as 3rd Friday SPXW Options Now Are Available

    SPXW Weekly Options A.D.V. Rises above 500,000, as 3rd Friday SPXW Options Now Are Available

    By Matt Moran This week I received inquiries about the trends in options volume. The large-sized SPXW Weekly options have successfully seen volume growth over each the past seven years. Key points about SPXW Weekly options include – VOLUME. Average daily volume (a.d.v.) in the first four months of 2017 was 500,964 contracts, (up 30% over the a.d.v. for the full year of 2016; see Exhibit 1 below); MANY EXPIRATIONS. SPXW Weeklys options have expirations on ten upcoming dates in May[...]