Research Archives

A playground for
curious minds.

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Welcome to the Archives

Welcome to the Cboe Research Archives! Here, you will find whitepapers and research pieces exploring many areas of our markets - from derivatives products and trends to market structure, participants, and more.

Leverage the search bar to explore pieces relating to a keyword of your choice. Looking for a specific author? You can search that way, too.

And don't forget to check out The Options Institute Research Grant Program to find out about ongoing research efforts supported by Cboe Global Markets. Learn More

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Featured Works

Option-Implied Factor Dispersion (Sponsored by The Options Institute Research Grant)

Author: Grigory Vilkov and Lorenzo Schoenleber
Publication: Cboe Global Markets
Date:  2024
Type: pdf
Category: Index Options Strategies, Option-writing, Options Benchmark Indexes

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VIX Maturity Interpolation (Sponsored by The Options Institute Research Grant)

Author: Torben G. Andersen, Oleg Bondarenko and Maria T. Gonzalez-Perez
Publication: Cboe Global Markets
Date:  2024
Type: pdf
Category: VIX and Volatility, VIX Benchmark Indexes

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Hedging vs. Diversification: Comparing the Costs of Hedging to the Costs of Diversification

Author: Patrick Hennessy, Dominick Paoloni
Publication: IPS Strategic Capital
Date:  2021
Type: pdf
Category: Hedging, Index Options Strategies

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