Category: Put Call Options
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When Trend Analysis and Options Positioning Collide
This observation was originally published at This is Where Trend Analysis and Options Positioning Gets Interesting Up until now, the trend S&P 500 index has failed to break above the 4200 level. I highlighted 4200… Read More
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Systematic Put Protection Hedging Strategies Have Struggled or Failed in this Bear Market
During the waterfall decline in March 2020, the Cboe S&P 500 5% Put Protection IndexSM (PPUT) successfully hedged off stock market beta, but it hasn’t done the same in 2022. The green highlight shows the Cboe… Read More
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Here’s what the equity options put call ratio is telling us, and what it isn’t
I’m hearing a lot of talk about the CBOE Equity Put/Call Ratio tapping an extreme low again. At 0.38, the ratio between equity puts and calls has once again reached its lowest level of the… Read More