seekingalpha.com - 1/12/2009
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Shame on me for going a year and a half without mentioning the CBOE S&P 500 PutWrite Index (PUT), a recipient of the Most Innovative Benchmark Index award at last year s Super Bowl of Indexing Conference. Given all the market volatility for the past three months or so, I suspect that a put ...
vixandmore.blogspot.com - 1/12/2009
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vixandmore.blogspot.com —
Shame on me for going a year and
a half without mentioning the CBOE S&P 500 PutWrite...
Index ( PUT ), a recipient of the Most Innovative Benchmark Index award at last year’s Super Bowl of Indexing Conference. Given all the market volatility for ...
(more)
The Often Overlooked Put Writing Strategy
cboe.com - 1/9/2009
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cboe.com —
The PUT logo is a service mark of
CBOE. The methodology of the CBOE S 500 PutWrite...
Index is owned by CBOE and may be covered by one or more patents or pending patent applications. The CBOE S 500 PutWrite Index is designed to represent a proposed ...
(more)
The Often Overlooked Put Writing Strategy
cboe.com - 1/9/2009
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cboe.com —
FOR IMMEDIATE RELEASE CBOE S&P 500 PUTWRITE INDEX
(PUT) WINS AWARD FOR MOST INNOVATIVE BENCHMARK INDEX; Fourth...
Award in Four Years At The Super Bowl of Indexing Conference CHICAGO, December 4, 2007 - The Chicago Board Options Exchange (CBOE) announced ...
(more)
CBOE Press Releases
Comments
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Graphical Comparison of Performance of PutWrite and BuyWrite Indices
VIX and More —
... , particularly in some of the comments at Seeking Alpha, where the post was republished. A number of questions came up regarding the reasons why two strategies that are synthetically equivalent (i.e. share the same profit and loss graph), would have different performance characteristics. I cited the main reason for the performance delta as the skew that results from a tendency to price puts higher than calls, particularly during times of extreme market stress, when demand for puts often exceeds the demand for calls. ...
Graphical Comparison Of Performance Of PutWrite And BuyWrite Indices
Daily Markets —
... , particularly in some of the comments at Seeking Alpha, where the post was republished . A number of questions came up regarding the reasons why two strategies that are synthetically equivalent (i.e. share the same profit and loss graph), would have different performance characteristics. I cited the main reason for the performance delta as the skew that results from a tendency to price puts higher than calls, particularly during times of extreme market stress, when demand for puts often exceeds the demand for calls. I am not sure that I can prove beyond a reasonable doubt the ...
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