Tag Archives: put
A Hypothetical Look at 35 Years of Indexes that “Buy” SPX Options
35 Years of Hedging Indices Below are three Cboe S&P benchmark indices that theoretically “buy “SPX put options as part of their index methodology and have 35 years of back-tested performance history going back to June 30, 1986. As shown below, the three options indices were introduced in either 2008 or 2015, and the data…
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Volatility and Performance of Options-Related Indexes in the 2010s
As we enter the 2020s with interest in worldwide geopolitical volatility, here are some key points about volatility and the performance of options-related indexes the 2010s. How Did Equity Volatility in the 2010s Compare to Volatility in Previous Decades? The average of the daily closing values of the VIX® Index in the 2010s was 16.9…
Innovation in Indexing: Incorporating Options in Indexes to Help Achieve Defined Investment Outcome as a Packaged Solution
For decades, sophisticated institutional investors have been using combinations of options to achieve desired investment outcomes or specific payoff structures. With innovations in indexing, it is now possible to gain passive exposure to those predefined outcome goals. Before we begin to explore how those index strategies are constructed and how such access may be possible,…