Sign In
Options Institute logo

White Papers & Research

Explore expert historical research, market analysis, and practitioners’ perspectives to deepen your understanding of derivatives markets and trading behavior.

Options Institute White Papers hero image

Featured Papers

Long-Dated Call Options in Defined Contribution Plans: A Superior Alternative

Topics Covered:

INDEX OPTIONS STRATEGIESSPX OPTIONSTHE OPTIONS INSTITUTE RESEARCH GRANT
Year:2026
Author:Anup Basu and Adam Clements
Publication:Cboe Global Markets
Download

iBOXX Corporate Bond Futures Impact on Corporate Bond Yields, Liquidity, and Ownership

Topics Covered:

CORPORATE BOND PORTFOLIOSHEDGINGOPTIONS BENCHMARK INDEXESTHE OPTIONS INSTITUTE RESEARCH GRANT
Year:2026
Author:Ali Nejadmalayeri, Siamak Javadi and William D. Campbell
Publication:Cboe Global Markets
Download

Option-Implied Factor Dispersion

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGOPTIONS BENCHMARK INDEXESTHE OPTIONS INSTITUTE RESEARCH GRANT
Year:2024
Author:Grigory Vilkov and Lorenzo Schoenleber
Publication:Cboe Global Markets
Download

The OI Research Grant Program

While no longer active, the OI Research Grant Program was designed to support academic research in derivatives markets. The most recent grants were sponsored by S&P Dow Jones Indices and SpiderRock Advisors in the areas of Fixed Income Index Ecosystem and Derivatives Solutions for Private Wealth and Institutional Investors.

  • Supported groundbreaking research in market behavior and strategies
  • Powered by Cboe's proprietary data and industry expertise

Browse our past grant whitepapers above.

Browse Research by Topic

Index Options Strategies

0DTE Index Options and Market Volatility: How Large is Their Impact?

Topics Covered:

INDEX OPTIONS STRATEGIESVIX AND VOLATILITYTHE OPTIONS INSTITUTE RESEARCH GRANT
Year:2025
Author:Diego Amaya, Pedro A. Garcia-Ares, Neil D. Pearson and Aurelio Vasquez
Publication:Cboe Global Markets
Download

Protected Options: An Alternative to Covered Writing Using Cash-Settled Index Options

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGHEDGING
Year:2024
Author:Jim Adams
Publication:Cboe Global Markets
Download

The Biggest Opportunity in Small-Caps: Mini-Russell 2000 Index Options

Topics Covered:

INDEX OPTIONS STRATEGIESRUSSELL 2000 OPTIONS
Year:2021
Author:EQDerivatives
Publication:EQDerivatives
Download

Hedging vs. Diversification: Comparing the Costs of Hedging to the Costs of Diversification

Topics Covered:

HEDGINGINDEX OPTIONS STRATEGIES
Year:2021
Author:Patrick Hennessy, Dominick Paoloni
Publication:IPS Strategic Capital
Download

Improving Diversification by Harvesting Premiums & Cushioning Risk

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITING
Year:2020
Author:Wilshire
Publication:Wilshire
Download

Improving Diversification by Harvesting Small Cap Volatility Risk Premiums

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITING
Year:2020
Author:Wilshire
Publication:Wilshire
Download

Global Option-Writing Strategies to Reduce Risk and Enhance Income

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITING
Year:2020
Author:Wilshire
Publication:Wilshire
Download

Portfolio Optimization with Covered Calls

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITING
Year:2019
Author:Mauricio Diaz, Roy H. Kwon
Publication:Journal of Asset Management
Download

Historical Performance of Put-Writing Strategies

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGSPX OPTIONS
Year:2019
Author:Oleg Bondarenko
Publication:University of Illinois at Chicago
Download

Options-Based Benchmark Indexes: Performance, Risk and Premium Capture: An Update

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGSPX OPTIONS
Year:2019
Author:Wilshire
Publication:Wilshire
Download

Understanding the Volatility Risk Premium

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITING
Year:2018
Author:Ing-Chea Ang, Roni Israelov, Rodney N. Sullivan, Harsha Tummala
Publication:AQR Capital Management
Download

Performance Analysis of Options-Based Equity Mutual Funds, CEFs, and ETFs: An Update

Topics Covered:

FUND USESINDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGSPX OPTIONS
Year:2018
Author:Keith Black, Edward Szado
Publication:Institute for Global Asset and Risk Management
Download

Options-Based Equity Strategies

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGSPX OPTIONS
Year:2018
Author:Roberto Obregon
Publication:Meketa Investment Group
Download

Option Writing: Using VIX to Improve Returns

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGVIX AND VOLATILITY
Year:2018
Author:Burton G. Malkiel, Alex Rinaudo, Atanu Saha
Publication:The Journal of Derivatives
Download

The Rising Use of Short Volatility Strategies: Separating Fact from Fiction

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGSPX OPTIONS
Year:2017
Author:Brett Bina
Publication:Berenberg Asset Management
Download

Volatility Strategy Effects on the US Implied Volatility Surface

Topics Covered:

INDEX OPTIONS STRATEGIESSPX OPTIONSVIX AND VOLATILITY
Year:2017
Author:Scott Maidel, Ragu Raghavan
Publication:Gladius Capital Management
Download

Embracing Downside Risk

Topics Covered:

INDEX OPTIONS STRATEGIES
Year:2017
Author:Roni Israelov, Lars N. Nielsen, Daniel Villalon
Publication:The Journal of Alternative Investments
Download

PutWrite Versus BuyWrite: Yes, Put-Call Parity Holds Here Too

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITING
Year:2017
Author:Roni Israelov
Publication:AQR Capital Management
Download

Use of Option Strategies to Improve Risk-Adjusted Returns on a 60/40 Investment Portfolio

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGSPX OPTIONS
Year:2016
Author:Satitpong Chantarajirawong, Carlos Chujoy, Joy Seth
Publication:Employees Retirement System of Texas
Download

Evaluating Options For Enhanced Risk-Adjusted Returns: Cboe Russell 2000 Option Benchmark Suite and Case Studies on Fund Use of Options

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGSPX OPTIONSRUSSELL 2000 OPTIONS
Year:2016
Author:Fund Evaluation Group
Publication:Fund Evaluation Group
Download

Covered Calls Uncovered

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGOPTIONS BENCHMARK INDEXESSPX OPTIONS
Year:2015
Author:Roni Israelov, Lars N. Nielsen
Publication:Financial Analysts Journal
Download

Still Not Cheap: Portfolio Protection in Calm Markets

Topics Covered:

HEDGINGINDEX OPTIONS STRATEGIES
Year:2015
Author:Roni Israelov, Lars N. Nielsen
Publication:Journal of Portfolio Management
Download

Risk Management Overlay Strategies

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGOPTIONS PRICINGHEDGING
Year:2015
Author:Charles L. Gilbert, J. Alan Grissom, Matthew McFarland, Mike Warsh
Publication:Cboe Global Markets
Download

Passive Options-Based Investment Strategies: The Case of the Cboe S&P 500 BuyWrite Index

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGSPX OPTIONS
Year:2015
Author:Barry E. Feldman, Dhruv Roy
Publication:The Journal of Investing
Download

Harvesting the Equity Insurance Risk Premium: Know Your Options

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGOPTIONS BENCHMARK INDEXESSPX OPTIONS
Year:2014
Author:Kevin Hrad, Angela Cantillon
Publication:Aon Hewitt
Download

Rebalancing Using Options

Topics Covered:

INDEX OPTIONS STRATEGIESSPX OPTIONS
Year:2014
Author:Emanuel Burgener, Christoph Gort
Publication:SIGLO Capital Advisors
Download

VIX Your Portfolio: Selling Volatility to Improve Performance

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGSPX OPTIONSVIX AND VOLATILITY
Year:2013
Author:Thomas McFarren
Publication:BlackRock Investment Insights
Download

After the Volpocalypse

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGSPX OPTIONS
Year:2012
Author:DGV Solutions
Publication:DGV Solutions
Download

Key Tools for Hedging and Tail Risk Management

Topics Covered:

HEDGINGINDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESSPX OPTIONSVIX AND VOLATILITYVIX BENCHMARK INDEXES
Year:2012
Author:Asset Consulting Group
Publication:Asset Consulting Group
Download

An Analysis of Index Option Writing for Liquid Enhanced Risk-Adjusted Returns

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGSPX OPTIONS
Year:2012
Author:Asset Consulting Group
Publication:Asset Consulting Group
Download

The Cboe S&P 500 BuyWrite Index (BXM): A Review of Performance

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGSPX OPTIONS
Year:2012
Author:Hewitt EnnisKnupp
Publication:Hewitt EnnisKnupp
Download

The Benefits of Selling Volatility

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGSPX OPTIONSVIX AND VOLATILITY
Year:2011
Author:Alex Jones, Kristen Tongberg, Eric Winig
Publication:Cambridge Associates
Download

VIX Futures and Options - A Case Study of Portfolio Diversification During the 2008 Financial Crisis

Topics Covered:

INDEX OPTIONS STRATEGIESVIX AND VOLATILITY
Year:2009
Author:Edward Szado
Publication:The Journal of Alternative Investments
Download

Evaluating the Performance Characteristics of the Cboe S&P 500 PutWrite Index

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGSPX OPTIONS
Year:2008
Author:Hewitt EnnisKnupp
Publication:Hewitt EnnisKnupp
Download

Capturing the Index Effect via Options

Topics Covered:

INDEX OPTIONS STRATEGIES
Year:2008
Author:Srikant Dash, Berlinda Liu
Publication:S&P Dow Jones Indices
Download

Evaluation of BuyWrite and Volatility Indexes: Using the Cboe DJIA BuyWrite Index (BXD) and the Cboe DJIA Volatility Index (VXD) for Asset Allocation and Diversification Purposes

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGVIX AND VOLATILITY
Year:2007
Author:Fund Evaluation Group
Publication:Fund Evaluation Group
Download

An Historical Evaluation of the Cboe S&P 500 BuyWrite Index Strategy

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGSPX OPTIONS
Year:2006
Author:Callan Associates
Publication:Callan Associates
Download

Highlights from Case Study on BXM Buy-Write Options Strategy

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGSPX OPTIONS
Year:2004
Author:Ibbotson Associates
Publication:Ibbotson Associates
Download

Risk and Return of the Cboe BuyWrite Monthly Index

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGSPX OPTIONS
Year:2002
Author:Robert E. Whaley
Publication:The Journal of Derivatives
Download

Option Pricing: A Simplified Approach

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGOPTIONS PRICING
Year:1979
Author:John C. Cox, Stephen Ross, Mark Rubinstein
Publication:Journal of Financial Economics
Download

Strategy Spotlight Considerations in Volatility Trading

Topics Covered:

INDEX OPTIONS STRATEGIES
Author:Scott Maidel
Publication:Russell Investments
Download

VIX and Volatility

0DTE Index Options and Market Volatility: How Large is Their Impact?

Topics Covered:

INDEX OPTIONS STRATEGIESVIX AND VOLATILITYTHE OPTIONS INSTITUTE RESEARCH GRANT
Year:2025
Author:Diego Amaya, Pedro A. Garcia-Ares, Neil D. Pearson and Aurelio Vasquez
Publication:Cboe Global Markets
Download

Inflation and Options: Volume 2, Through the Lens of VIX Options

Topics Covered:

VIX AND VOLATILITYTHE OPTIONS INSTITUTE RESEARCH GRANT
Year:2024
Author:Ali Nejadmalayeri and William Campbell
Publication:Cboe Global Markets
Download

VIX Maturity Interpolation

Topics Covered:

VIX AND VOLATILITYVIX BENCHMARK INDEXESTHE OPTIONS INSTITUTE RESEARCH GRANT
Year:2024
Author:Torben G. Andersen, Oleg Bondarenko and Maria T. Gonzalez-Perez
Publication:Cboe Global Markets
Download

The Portfolio Diversification Potential of Long VIX® Futures and Options Strategies

Topics Covered:

VIX AND VOLATILITY
Year:2020
Author:Edward Szado
Publication:Providence College
Download

Selling VIX® Futures and Options for Portfolio Return Enhancement

Topics Covered:

VIX AND VOLATILITY
Year:2020
Author:Edward Szado
Publication:Providence College
Download

News Sentiment as an Explanation for Changes in the VIX Futures Basis

Topics Covered:

VIX AND VOLATILITY
Year:2020
Author:Lee A. Smales
Publication:The Journal of Investing
Download

The VIX's Wild Ride: A Comparison of Today's Volatility vs. Historical Levels

Topics Covered:

VIX AND VOLATILITY
Year:2020
Author:Katie Kolchin
Publication:SIFMA Insights
Download

Predicting the VIX and the Volatility Risk Premium: The Role of Short-Run Funding Spreads Volatiltiy Factors

Topics Covered:

VIX AND VOLATILITY
Year:2020
Author:Elena Andreou, Eric Ghysels
Publication:Journal of Econometrics
Download

The VIX Index and Volatility-Based Global Indexes and Trading Instruments: A Guide to Investment and Trading Features

Topics Covered:

VIX AND VOLATILITYVIX BENCHMARK INDEXES
Year:2020
Author:Berlinda Liu, Matthew T. Moran
Publication:CFA Institute Research Foundation
Download

Volatility-of-Volatility Risk

Topics Covered:

VIX AND VOLATILITY
Year:2019
Author:Darien Huang, Christian Schlag, Ivan Shaliastovich, Julian Thimme
Publication:Journal of Financial and Quantitative Analysis
Download

VIX Term Structure and VIX Futures Pricing with Realized Volatility

Topics Covered:

VIX AND VOLATILITY
Year:2018
Author:Zhuo Huang, Chen Tong, Tianyi Wang
Publication:The Journal of Futures Markets
Download

Option Writing: Using VIX to Improve Returns

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGVIX AND VOLATILITY
Year:2018
Author:Burton G. Malkiel, Alex Rinaudo, Atanu Saha
Publication:The Journal of Derivatives
Download

Practical Applications of Volatility as an Asset Class: Holding VIX in a Portfolio

Topics Covered:

VIX AND VOLATILITY
Year:2018
Author:Jason P. Berkowitz, R. Jared DeLisle
Publication:The Journal of Alternative Investments
Download

A Practitioner's Guide to Reading VIX®

Topics Covered:

VIX AND VOLATILITY
Year:2017
Author:Tim Edwards, Hamish Preston
Publication:S&P Dow Jones Indices
Download

Reading VIX®: Does VIX Predict Future Volatility?

Topics Covered:

VIX AND VOLATILITY
Year:2017
Author:Tim Edwards, Hamish Preston
Publication:S&P Dow Jones Indices
Download

Volatility Strategy Effects on the US Implied Volatility Surface

Topics Covered:

INDEX OPTIONS STRATEGIESSPX OPTIONSVIX AND VOLATILITY
Year:2017
Author:Scott Maidel, Ragu Raghavan
Publication:Gladius Capital Management
Download

A Study in Portfolio Diversification with the use of VIX Options

Topics Covered:

VIX AND VOLATILITY
Year:2016
Author:Dominick Paoloni
Publication:The Journal of Investment Consulting
Download

Using VIX Futures to Hedge Forward Implied Volatility Risk

Topics Covered:

VIX AND VOLATILITYHEDGING
Year:2016
Author:Anchor Y. Lin, Yueh-Neng Lin
Publication:International Review of Economics & Finance
Download

The VIX, the Variance Premium and Stock Market Volatility

Topics Covered:

VIX AND VOLATILITY
Year:2014
Author:Geert Bekaert, Marie Hoerova
Publication:Journal of Econometrics
Download

The VIX Futures Basis: Evidence and Trading Strategies

Topics Covered:

VIX AND VOLATILITY
Year:2014
Author:Jim Campasano, David P. Simon
Publication:The Journal of Derivatives
Download

Thirty Volatility Indexes: Worldwide Tools to Gauge Sentiment and Diversify Portfolios

Topics Covered:

VIX AND VOLATILITYVIX BENCHMARK INDEXES
Year:2014
Author:Matthew T. Moran
Publication:The Journal of Index Investing
Download

VIX® for Variable Annuities - Part II

Topics Covered:

VIX AND VOLATILITY
Year:2013
Author:Jonathan S. Hede, John Wiesner
Publication:Cboe Global Markets
Download

VIX Your Portfolio: Selling Volatility to Improve Performance

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGSPX OPTIONSVIX AND VOLATILITY
Year:2013
Author:Thomas McFarren
Publication:BlackRock Investment Insights
Download

Key Tools for Hedging and Tail Risk Management

Topics Covered:

HEDGINGINDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESSPX OPTIONSVIX AND VOLATILITYVIX BENCHMARK INDEXES
Year:2012
Author:Asset Consulting Group
Publication:Asset Consulting Group
Download

The Benefits of Selling Volatility

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGSPX OPTIONSVIX AND VOLATILITY
Year:2011
Author:Alex Jones, Kristen Tongberg, Eric Winig
Publication:Cambridge Associates
Download

VIX Futures and Options - A Case Study of Portfolio Diversification During the 2008 Financial Crisis

Topics Covered:

INDEX OPTIONS STRATEGIESVIX AND VOLATILITY
Year:2009
Author:Edward Szado
Publication:The Journal of Alternative Investments
Download

Understanding the VIX

Topics Covered:

VIX AND VOLATILITY
Year:2009
Author:Robert E. Whaley
Publication:The Journal of Portfolio Management
Download

VIX Futures and Options: Pricing and Using Volatility Products to Manage Downside Risk and Improve Efficiency in Equity Portfolios

Topics Covered:

VIX AND VOLATILITYVIX BENCHMARK INDEXES
Year:2007
Author:Srikant Dash, Matthew T. Moran
Publication:The Journal of Trading
Download

Evaluation of BuyWrite and Volatility Indexes: Using the Cboe DJIA BuyWrite Index (BXD) and the Cboe DJIA Volatility Index (VXD) for Asset Allocation and Diversification Purposes

Topics Covered:

INDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESOPTION-WRITINGVIX AND VOLATILITY
Year:2007
Author:Fund Evaluation Group
Publication:Fund Evaluation Group
Download

The Cross-Section of Volatility and Expected Returns

Topics Covered:

VIX AND VOLATILITY
Year:2006
Author:Andrew Ang, Robert J. Hodrick, Yuhang Xing, Xiaoyan Zhang
Publication:The Journal of Finance
Download

A Tale of Two Indices

Topics Covered:

VIX AND VOLATILITY
Year:2006
Author:Peter Carr, Liuren Wu
Publication:The Journal of Derivatives
Download

VIX as a Companion for Hedge Fund Portfolios

Topics Covered:

VIX AND VOLATILITYFUND USES
Year:2005
Author:Srikant Dash, Matthew T. Moran
Publication:The Journal of Alternative Investments
Download

Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?

Topics Covered:

VIX AND VOLATILITY
Year:2004
Author:Nicolas P. B. Bollen, Robert E. Whaley
Publication:The Journal of Finance
Download

Derivatives on Market Volatility: Hedging Tools Long Overdue

Topics Covered:

VIX AND VOLATILITYHEDGING
Year:1993
Author:Robert E. Whaley
Publication:The Journal of Derivatives
Download

Hedging

Protected Options: An Alternative to Covered Writing Using Cash-Settled Index Options

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGHEDGING
Year:2024
Author:Jim Adams
Publication:Cboe Global Markets
Download

Hedging vs. Diversification: Comparing the Costs of Hedging to the Costs of Diversification

Topics Covered:

HEDGINGINDEX OPTIONS STRATEGIES
Year:2021
Author:Patrick Hennessy, Dominick Paoloni
Publication:IPS Strategic Capital
Download

Using VIX Futures to Hedge Forward Implied Volatility Risk

Topics Covered:

VIX AND VOLATILITYHEDGING
Year:2016
Author:Anchor Y. Lin, Yueh-Neng Lin
Publication:International Review of Economics & Finance
Download

Still Not Cheap: Portfolio Protection in Calm Markets

Topics Covered:

HEDGINGINDEX OPTIONS STRATEGIES
Year:2015
Author:Roni Israelov, Lars N. Nielsen
Publication:Journal of Portfolio Management
Download

Risk Management Overlay Strategies

Topics Covered:

INDEX OPTIONS STRATEGIESOPTION-WRITINGOPTIONS PRICINGHEDGING
Year:2015
Author:Charles L. Gilbert, J. Alan Grissom, Matthew McFarland, Mike Warsh
Publication:Cboe Global Markets
Download

Key Tools for Hedging and Tail Risk Management

Topics Covered:

HEDGINGINDEX OPTIONS STRATEGIESOPTIONS BENCHMARK INDEXESSPX OPTIONSVIX AND VOLATILITYVIX BENCHMARK INDEXES
Year:2012
Author:Asset Consulting Group
Publication:Asset Consulting Group
Download

Derivatives on Market Volatility: Hedging Tools Long Overdue

Topics Covered:

VIX AND VOLATILITYHEDGING
Year:1993
Author:Robert E. Whaley
Publication:The Journal of Derivatives
Download

The Options Institute Research Grant

New Evidence on the Performance of Customer Options Trades

Topics Covered:

OPTIONS PRICINGTHE OPTIONS INSTITUTE RESEARCH GRANT
Year:2025
Author:Diego Amaya, Pedro A. Garcia-Ares, Neil D. Pearson and Aurelio Vasquez
Publication:Cboe Global Markets
Download

0DTE Index Options and Market Volatility: How Large is Their Impact?

Topics Covered:

INDEX OPTIONS STRATEGIESVIX AND VOLATILITYTHE OPTIONS INSTITUTE RESEARCH GRANT
Year:2025
Author:Diego Amaya, Pedro A. Garcia-Ares, Neil D. Pearson and Aurelio Vasquez
Publication:Cboe Global Markets
Download

Inflation and Options: Volume 2, Through the Lens of VIX Options

Topics Covered:

VIX AND VOLATILITYTHE OPTIONS INSTITUTE RESEARCH GRANT
Year:2024
Author:Ali Nejadmalayeri and William Campbell
Publication:Cboe Global Markets
Download

Analyst Price Targets and Retail Options Trading

Topics Covered:

OPTIONS PRICINGTHE OPTIONS INSTITUTE RESEARCH GRANTRESEARCH GRANT
Year:2024
Author:Shuaiqi Li
Publication:Cboe Global Markets
Download

VIX Maturity Interpolation

Topics Covered:

VIX AND VOLATILITYVIX BENCHMARK INDEXESTHE OPTIONS INSTITUTE RESEARCH GRANT
Year:2024
Author:Torben G. Andersen, Oleg Bondarenko and Maria T. Gonzalez-Perez
Publication:Cboe Global Markets
Download

Derivatives Market Intelligence

Access analysis from Cboe Derivatives Market Intelligence - designed for traders who need to stay ahead of market dynamics. Actionable insights include:

  • Cross-asset volatility markets
  • Broader market ecosystem
  • Derivatives positioning