Matt Moran

Matt Moran

Matt Moran is vice president of business development for Chicago Board Options Exchange (CBOE), where he communicates with pension funds, mutual funds, and financial advisors. He has delivered more than 200 presentations worldwide on the topics of managing volatility and adding income with option-writing strategies. Previously, he served trust counsel at Harris Bank and vice president at Chicago Mercantile Exchange. He is an associate editor of two Institutional Investor publications — The Journal of Trading and The Journal of Index Investing. Mr. Moran holds JD and MBA degrees from the University of Illinois.

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New Paper by Fund Evaluation Group Analyzes CBOE Russell Benchmark Index Suite with Strong Performance by PUTR Index

This week a new paper by Fund Evaluation Group (FEG) —  Evaluating Options For Enhanced Risk-Adjusted Returns: CBOE Russell 2000 Option Benchmark Suite and Case Studies on Fund Use of Options (2016) – was released and presented at the Fifth Annual CBOE Risk Management Conference (RMC) Europe. A link to the new 18-page paper is […]






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New Heat Map Shows Less Downside for BXMD and PUT Indexes – Blog #1 on the Wilshire Paper

Wilshire Associates recently was ranked as one of the world’s ten largest investment consultants due to the fact that it had more than $1 trillion in worldwide institutional assets under advisement, according to the survey published in the Nov. 30, 2015 issue of Pensions & Investments. A new study – “Three Decades of Options-Based Benchmark […]






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Sept. 22 Webinar – Institutional Investors and Case Studies on Use of the VIX

On Thursday, September 22 at 2:00 p.m. E.T., S&P Dow Jones Indices and CBOE will co-host a complimentary webinar for financial professionals on the topic of — How are Institutional Investors Using the VIX®?  Financial professionals who wish to register and see more information are welcome to visit this link — http://bit.ly/VIX-Sep22. Featured institutional investor […]






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New SPX Monday-Expiring Weeklys Options To Launch on August 15

CBOE plans to list S&P 500® Index (SPX) Monday-expiring Weeklys options, beginning August 15, pending regulatory approval. SPX Weeklys are one of CBOE’s fastest-growing products, with volume in 2015 setting a 10th consecutive annual record. With the expected introduction of SPX “Monday Weeklys,” CBOE will offer SPX options with Monday, Wednesday and Friday expirations. AVAILABLE […]






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Agenda for Fifth Annual CBOE RMC Europe on 26 – 28 September

  The agenda for the Fifth Annual CBOE RMC Europe is available at http://www.cboermceurope.com/. The conference will be held Monday through Wednesday, September 26 – 28, 2016, at the Powerscourt Hotel<http://www.cboermceurope.com/hotel–travel.html>, County Wicklow, Ireland. 33 SPEAKERS Jim VandeHei<http://www.cboermceurope.com/keynote-speaker.html>, Co-founder of POLITICO, will be a keynote speaker, delivering insights and predictions for the U.S. Presidential election. […]






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New SPX Monday-Expiring Weeklys Options To Launch Next Month

CBOE recently announced that it plans to list S&P 500® Index (SPX) Monday-expiring Weeklys options, beginning August 15, pending regulatory approval.  With the expected introduction of SPX “Monday Weeklys,” CBOE will offer SPX options with Monday, Wednesday and Friday expirations. SPX Weeklys are one of CBOE’s fastest-growing products, with volume in 2015 setting a 10th […]






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BXM Index – Leading Benchmark for Capturing the Volatility Risk Premium – Blog #7 on 30-Year Price History

On April 29, 2016, Morningstar added a new Option Writing category to its U.S Retail Category system, and the Category Index is the CBOE S&P 500 BuyWrite Index (BXM). In the May 7, 2016, Striking Price column in Barron’s, Steve Sears wrote — “…THE OPTIONS INDUSTRY has taken a major step onto Main Street. Morningstar, […]






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CMBO Index and Selling of SPX Calls and Puts – Blog #6 on 30-Year Price History

A 2011 paper by the consulting firm Cambridge Associates – Highlights from the Benefits of Selling Volatility – noted that — “Over the past 20 years, a strategy of systematically selling out of the money puts and calls on the S&P 500 Index (a short strangle portfolio) would not only have soundly beaten equity returns […]