Sentence examples for index option from inspiring English sources

After several research papers on the idea of a volatility index during the late 1980s and 1990s, the CBOE asked Vanderbilt University Professor Robert Whaley to develop a tradable index based on index option prices.

When derivative contracts expire, investors who own the stocks in the index and have offsetting positions in futures or options may wish to sell the stocks at the same price that will be used to calculate the value of the expiring index option or future.

Under his leadership, the CBOE became the second largest securities exchange in the United States, built its own building that housed the largest trading floor in the world, developed the most actively traded product in the world (the OEX index option), and built the Options Institute for research and training.

In terms of the ebb and flow of index option activity, I think these results make perfect sense.

It will be interesting to see what is more important going forward: index option activity, which is heavily skewed to the put side, or equity option activity.

I have been told that a large purchase order in an index option was entered for 5,000 contracts ($800 million face value) instead of 50.

In some cases the phenomenon is almost completely eliminated using the box index selection option.

We ran SISMA with the box index selection option, which resulted very effective in this set of experiments.

Another buoying factor was the expiration of stock options and stock index options.

The tables for index options and trading in stock options will no longer appear.

That day was the quarterly expiration of stock options, index options, futures and single-stock futures, known as quadruple-witching.