• Today's options volume of 36.5 million contracts was in line with recent averages, with calls leading puts 3 to 2. https://t.co/XOP3vTv9os
    Cboe Tue 14 Sep 2021 20:59
  • Last chance to register! Catch Stephen Dorrian's panel on recent changes in data policies and how technology has held an influence over them. Link. https://t.co/Uuo8Rshy5g
    Cboe Tue 14 Sep 2021 20:04

    Over the last couple of decades technology has influenced data policies.  The internet introduced a distribution network and an e-commerce capability for broker dealers and market data vendors; delayed data and redistribution policies were tweaked and expanded.  Electronic / algorithmic trading brought us the advent of Non-Display Usage policies.  The policies gradually became more complex and prescriptive: to account for unforeseen usage at the outset, and to protect against “bad actors” who identified policy loopholes.  Over the last few years we’ve seen a number of information providers “unwind” restrictions and simplify data policy language; why?

  • Capture wholesale funding costs for American financial institutions over a thirty-day period at a specific moment in time with Cboe's AMERIBOR Term-30 interest rate benchmark, now trading. Learn more at Link. https://t.co/5S8B0knJIT
    Cboe Tue 14 Sep 2021 19:04

    AMERIBOR® (American Interbank Offered Rate), disseminated by the American Financial Exchange, LLC (AFX), is a transparent, transactions-based interest rate benchmark that represents market-based borrowing costs. Cboe Futures ExchangeSM, LLC (CFE) offers futures on the AMERIBOR interest rate benchmarks.

    AMERIBOR Term-30 futures are now available for trading on CFE.

  • Scott Bauer @cboesib talks high trading volumes in $VIX, $SPX, and $SPY. https://t.co/quUKxgMCc8
    Cboe Tue 14 Sep 2021 18:54
  • Analyzing 32 years of Russell 2000 Index performance, Russell Rhoads finds the July - October period averages a negative performance. See how to take advantage of further weakness on Cboe Insights at Link. https://t.co/IS2YW1gUy5
    Cboe Tue 14 Sep 2021 18:04

    In partnership with Cboe™ and FTSE Russell, Russell Rhoads, Head of Research and Consulting at EQDerivatives, is publishing a series of articles about the Russell 2000 Index. In this article, Rhoads analyzes Russell 2000 Index performance and strategies during its historically treacherous September to October time frame. 

    The financial markets have an organic nature to them and tend to follow patterns when we look back over time. Regardless of how much electronic trading and portfolio construction has caught on, the organic nature of the markets is likely driven by buy and sell decisions made by people. Historically, several negative equity market events have occurred between September and October. With September in full swing, I decided to explore how the Russell 2000 Index behaves by month, using data going back to 1989.

    I was surprised to discover that on average, the Russell 2000 Index typically loses value in July, August, September and October. This...

  • SPX options volume at midday totals 690,232 contracts as the index trades near $4,462.30 (-6.43). Front term at-the-money implied volatility is near 14.2% and the VIX Index is currently near 19.01 (-0.36). Find more at Link. #DataAndAccess https://t.co/ooH1guvkiw
    Cboe Tue 14 Sep 2021 16:44

    Within the daily deluge of market data is information critical to decision-makers in today's capital markets. Maintaining the highest level of awareness and understanding of market activity requires significant infrastructure and specialized tools. Trade Alert, a Cboe Global Markets company, provides real-time alerts and order flow analysis tools to institutional participants and self-directed traders from Wall Street to Wacker Drive, supporting informed decisions and superior account coverage.

    Since 2005, Trade Alert has set the standard for timely, accurate flow analysis including directional sweep and complex order aggregation, unusual volume alerts, expert commentary, historical data and more. We invite you to explore our services and decide how flow analysis can help your business today.

  • European exercise, cash-settlement and potentially better tax treatment - and that's just the beginning. Check out the key benefits of Mini-Russell 2000 Index options at Link. $MRUT https://t.co/LPA9TOdQl0
    Cboe Tue 14 Sep 2021 15:34

    The Cboe Mini-Russell 2000 Index option contract, known by its symbol MRUT, is an index option product designed to track the underlying Russell 2000 Index. At 1/10 the size of the standard Russell 2000 options contract, MRUT provides greater flexibility and precision for small cap U.S. equity trading strategies, and for new index options traders or traders managing an individual portfolio.

  • September 14, 2021: 1,792 trades were executed in SPX options overnight, totaling 12,232 contracts. 28.3% of the volume was marked spread. Get more alerts at Link. #DataAndAccess https://t.co/ag3WN8rKcu
    Cboe Tue 14 Sep 2021 13:33

    Within the daily deluge of market data is information critical to decision-makers in today's capital markets. Maintaining the highest level of awareness and understanding of market activity requires significant infrastructure and specialized tools. Trade Alert, a Cboe Global Markets company, provides real-time alerts and order flow analysis tools to institutional participants and self-directed traders from Wall Street to Wacker Drive, supporting informed decisions and superior account coverage.

    Since 2005, Trade Alert has set the standard for timely, accurate flow analysis including directional sweep and complex order aggregation, unusual volume alerts, expert commentary, historical data and more. We invite you to explore our services and decide how flow analysis can help your business today.

  • September 14, 2021: 92 trades were executed in VIX options overnight, totaling 1,369 contracts. 21.6% of the volume was marked spread. Get more alerts at Link. #DataAndAccess https://t.co/GjAk9ssOUd
    Cboe Tue 14 Sep 2021 13:33

    Within the daily deluge of market data is information critical to decision-makers in today's capital markets. Maintaining the highest level of awareness and understanding of market activity requires significant infrastructure and specialized tools. Trade Alert, a Cboe Global Markets company, provides real-time alerts and order flow analysis tools to institutional participants and self-directed traders from Wall Street to Wacker Drive, supporting informed decisions and superior account coverage.

    Since 2005, Trade Alert has set the standard for timely, accurate flow analysis including directional sweep and complex order aggregation, unusual volume alerts, expert commentary, historical data and more. We invite you to explore our services and decide how flow analysis can help your business today.

  • Tim Biggam @Delta_Desk talks #Fed, $VIX Index, $VVIX, $SKEW Index, & $VIX Futures. https://t.co/n8M3lh0rIg
    Cboe Thu 26 Aug 2021 15:52
  • See why LiveVol Pro is the standard in options market analytics with a free tutorial each Tuesday. Register to learn how our best-in-class platform can help shape your options trading strategies. Link. https://t.co/uaOZye0h4f
    Cboe Thu 26 Aug 2021 15:02

    Cboe LiveVol is the standard in options analytics. The Cboe LiveVol platform helps you quickly analyze trading activity and identify opportunities so you can stay at the leading edge of the options market. Sign-up for one of our live, weekly Tuesday tutorials to get a free sneak peek of everything this web-based platform has to offer.

  • August 26, 2021: 1,109 trades were executed in SPX options overnight, totaling 6,187 contracts. 24.6% of the volume was marked spread. Get more alerts at Link. #DataAndAccess https://t.co/MklHWK8j3c
    Cboe Thu 26 Aug 2021 13:47

    Within the daily deluge of market data is information critical to decision-makers in today's capital markets. Maintaining the highest level of awareness and understanding of market activity requires significant infrastructure and specialized tools. Trade Alert, a Cboe Global Markets company, provides real-time alerts and order flow analysis tools to institutional participants and self-directed traders from Wall Street to Wacker Drive, supporting informed decisions and superior account coverage.

    Since 2005, Trade Alert has set the standard for timely, accurate flow analysis including directional sweep and complex order aggregation, unusual volume alerts, expert commentary, historical data and more. We invite you to explore our services and decide how flow analysis can help your business today.

  • August 26, 2021: 27 trades were executed in VIX options overnight, totaling 5,348 contracts. 5.7% of the volume was marked spread. Get more alerts at Link. #DataAndAccess https://t.co/3KLlfE1ifx
    Cboe Thu 26 Aug 2021 13:47

    Within the daily deluge of market data is information critical to decision-makers in today's capital markets. Maintaining the highest level of awareness and understanding of market activity requires significant infrastructure and specialized tools. Trade Alert, a Cboe Global Markets company, provides real-time alerts and order flow analysis tools to institutional participants and self-directed traders from Wall Street to Wacker Drive, supporting informed decisions and superior account coverage.

    Since 2005, Trade Alert has set the standard for timely, accurate flow analysis including directional sweep and complex order aggregation, unusual volume alerts, expert commentary, historical data and more. We invite you to explore our services and decide how flow analysis can help your business today.

  • SPX, VIX and RUT options top the chart for today’s most active index options with SPX options volume at 1.20 million, up from yesterday's total of 850,000 contracts. Find more at Link. #DataAndAccess https://t.co/Vf5vivRH4k
    Cboe Wed 25 Aug 2021 21:16

    Within the daily deluge of market data is information critical to decision-makers in today's capital markets. Maintaining the highest level of awareness and understanding of market activity requires significant infrastructure and specialized tools. Trade Alert, a Cboe Global Markets company, provides real-time alerts and order flow analysis tools to institutional participants and self-directed traders from Wall Street to Wacker Drive, supporting informed decisions and superior account coverage.

    Since 2005, Trade Alert has set the standard for timely, accurate flow analysis including directional sweep and complex order aggregation, unusual volume alerts, expert commentary, historical data and more. We invite you to explore our services and decide how flow analysis can help your business today.

  • Of the 4,201 stocks with listed options, 2,533 (60%) closed higher and 1,538 (37%) closed lower. Among the 500 most liquid single stocks, 30-day implied volatility was higher for 160 and lower for 303.
    Cboe Wed 25 Aug 2021 21:16
  • There was relatively heavy volume in single stock and index products, while ETF options flow was moderate. Today's most active sectors included Utilities, Consumer Discretionary and Technology. Activity in Telecommunications and Basic Materials was relatively light. https://t.co/66Pnxwhqsy
    Cboe Wed 25 Aug 2021 21:16
  • Today's options volume of 33.6 million contracts was 6% below recent averages, with calls leading puts 9 to 5. https://t.co/nrnbAzZk7V
    Cboe Wed 25 Aug 2021 21:16
  • RT @theTRADEnews: . @CBOE launches Ameribor futures as Libor transition continues Link
    Cboe Wed 25 Aug 2021 20:21
  • Want to learn more? Check out the Methodology at Link.
    Cboe Wed 25 Aug 2021 20:21
  • https://t.co/x4rkI7vzrH
    Cboe Wed 25 Aug 2021 20:21
  • https://t.co/pv7S7p7LH8
    Cboe Wed 25 Aug 2021 20:21
  • https://t.co/vDIqTSG7UC
    Cboe Wed 25 Aug 2021 20:21
  • https://t.co/nxpOJOH4n7
    Cboe Wed 25 Aug 2021 20:16
  • Step 4: Given all of this information, the Implied Correlation Index uses various formulas and calculations to project the 3-month implied correlation of the portfolio. https://t.co/KF1g2LXn4K
    Cboe Wed 25 Aug 2021 20:16
  • Step 3: The COR3M Index then takes the Implied Volatilities of the stocks used in the portfolio using the Cboe Hanweck PhD 3M implied volatilities of 0.5 delta options. Learn more at Link. https://t.co/QLWia6wGHL
    Cboe Wed 25 Aug 2021 20:16

    Cutting-edge technology is capable of consuming the highest-volume market data feeds in real-time (e.g., the OPRA feed with peaks around 90 million messages per second) and processing millions of analytical calculations per second.

S&P500
VIX
Eurostoxx50
FTSE100
Nikkei 225
TNX (UST10y)
EURUSD
GBPUSD
USDJPY
BTCUSD
Gold spot
Brent
Copper
Last update . Delayed by 15 mins. Prices from Yahoo!

  • Top 50 publishers (last 24 hours)