It’s well-documented that equity and options markets underwent drastic participatory change over the past few years, though retail traders’ presence has declined since its peak GME frenzy — see that oft-cited anecdotal proxy, a chart of Robinhood’s stock performance....
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The options markets and implied volatility can be rich sources of insight into market signals. Comparing historical data with current market signals can provide additional insights to help traders and investors understand market expectations as earnings events...
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In June, Cboe made it official: the exchange group confirmed global trading hours (GTH) for VIX and SPX options, which would make the products tradable nearly 24 hours a day, 5 days a week. And now, it’s live. (Note: All following times are in Eastern.) Those first...
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At SpiderRock, we often get questions about historical stock options closing prices. Knowing the methodology used to capture your closing prices is fundamentally part of the data analysis being performed. Unlike the underlying stocks, there is no official close for...
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As equity derivatives markets have grown in terms of volumes, products offered, number of exchanges, and technological sophistication, so too has the literature surrounding options pricing models and the challenges posed by quantifying that all-important variable:...
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Consider the ocean of elements that comprise U.S. equity derivatives markets — 16 options exchanges, thousands of optionable securities, tens of millions in average daily volume, billions of daily messages, and a growing constituency of active, self-directed options...
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