CBOE Equity Put/Call Ratio is at a current level of 0.70, N/A from the previous market day and down from 0.80 one year ago. This is a change of N/A from the previous market day and -12.50% from one year ago. Report CBOE Daily Market Statistics Category Market Indices and Statistics...
SPX Put/Call Ratio is at a current level of 1.28, N/A from the previous market day and unchanged from 1.28 one year ago. This is a change of N/A from the previous market day. The SPX Put/Call Ratio is an indicator that is used to gauge market sentiment. This is calculated as the...
CBOE VOLATILITY INDEX (VIX) PUT/CALL RATIO0.27 SPX + SPXW PUT/CALL RATIO1.25 OEX PUT/CALL RATIO1.25 MRUT PUT/CALL RATIO1.09 MXEA PUT/CALL RATIO0.59 MXEF PUT/CALL RATIO3.00 MXACW PUT/CALL RATIO0.00 MXWLD PUT/CALL RATIO0.00 MXUSA PUT/CALL RATIO0.80 ...
9put call ratio 10free stock quotes CONTENT Page content here KEYWORDS ON PAGE account settings,cboe,us options,us equities,european equities,futures,livevol,indexes,quotes and data,quotes,quotes dashboard,delayed quotes,advanced charts,data,current market statistics,historical options data,customized da...
options Options Prices Volatility & Greeks Options Flow Options Time & Sales Options Overview History Unusual Options Activity Put/Call Ratio Expected Move Long Call/Put Covered Call Naked Put Protection Strategies Vertical Spreads Horizontal Spreads Straddles & Strangles Butterfly Spreads Condor Strategies...
One measure of risk-adjusted returns, the Sortino Ratio, was 0.90 for the PUT Index, 0.75 for BXY, 0.71 for BXM, 0.50 for S&P 500, and 0.31 for CLL Index (Exhibits 10 and 11). Please note that all the indexes had negative skewness. ...
Exchange (CBOE) and for which historical data are freely available on the CBOE website, thus making them ideal for use by both academics and practitioners studying market behavior: the Put-Call Ratio (PCR) and the Volatility Index (... A Bandopadhyaya,AL Jones - 《International Journal of ...
One measure of risk-adjusted returns, the Sortino Ratio, was 0.90 for the PUT Index, 0.75 for BXY, 0.71 for BXM, 0.50 for S&P 500, and 0.31 for CLL Index (Exhibits 10 and 11). Please note that all the indexes had negative skewness. ...
Of the five MSCI stock indices, the MSCI USA Index had the largest weighting to the Information Technology sector (30.13%), the highest annualized return (8.1%), and the highest Sharpe Ratio (0.42). The MSCI EAFE Index and the MSCI Emerging Markets Index often had an implied volatilit...
What Is the Current Ratio? What Is a Covered Call? What Is COBRA? What Are Current Liabilities? What Are Charge-Offs? What Is Cost-Volume-Profit Analysis (CVP)? What Is a Contingent Annuitant? What Is a Captive Fund? What Is a Calmar Ratio?