Category Archives: Technical Analysis & Charts

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Paper by Professor Bondarenko Has Intriguing New Analysis of the Premiums, Returns and Volatility of PUT and WPUT Indexes

A new 10-page study examines both the CBOE S&P 500 PutWrite Index (PUT) and the CBOE S&P 500 One-Week PutWrite Index (WPUT), comparing their performances with that of traditional benchmark stock and bond indexes. This is the first comprehensive published study that examines the performance of a benchmark strategy index that incorporates WeeklysSM options. Written […]






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Caution on Using VIX vs. Oil as a Stock Market Signal

I awoke this morning to an email from the matriarch of CBOE-TV Holly Goodhart.  She was preparing for her day with CNBC on in the background and something caught her eye.  The following comes directly from her email – I have CNBC on this morning, and they just spent a segment discussing this headline: “Markets […]






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Eight Charts to Recap 2015 – CNDR Index Rose 10.4%

End-of-the-year headlines noted “A Roller Coaster Year Ends with U.S. Markets Mostly Down” (New York Times) and “U.S. Stocks Post Worst Annual Losses Since 2008” (The Wall Street Journal). In this new year on Jan. 4, wsj.com noted “Weaker-than-expected manufacturing data and a falling currency triggered a 7% fall in mainland Chinese stocks that led […]






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CBOE Russell 2000 Strategy Benchmark Indexes Outperform Russell 2000® Index

Improving risk-adjusted returns and enhancing yields are common guidelines for using options-based strategies.  The CBOE recently added 5 new CBOE Russell 2000 strategy benchmark indexes to a line-up now totaling 26 based on a variety of underlying indexes. By design each CBOE strategy benchmark index offers a unique risk/reward characteristic providing investors with the flexibility […]






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Weekly Market Outlook – Santa Claus Rally & The Dollar

Last but not least, November’s durable goods orders were posted last week. They weren’t stunning, with or without transportation orders factored in. On the other hand, bear in mind that the figures represent a comparison to October’s totals – not November 2014’s totals. It’s also pretty clear from the chart below that we can’t sweat […]