The Flex Trades file offers flex trades appended with Cboe Hanweck’s proprietary theoretical price, volatility, and greeks, published on an end-of-day basis. Flex Positions file offers analytics on flex products with outstanding positions, including our proprietary theoretical price, volatility, greeks, and vwap, with two daily snapshots taken at 16:00 ET and 16:15 ET. Cboe Hanweck’s model-fitted theoretical prices, implied volatilities, and Greeks are generated using industry-standard pricing models, sophisticated volatility surface models, and the highest quality inputs which evolve to react to changing financial markets conditions.
Read our Insights post to learn more.
Subscriptions
Flex Trades are published at the end of each trading day.
Flex Positions captures flex products with outstanding positions at 16:00ET and 16:15ET daily.
Historical
Historical data available since July 2024.
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*The values (including theoretical prices of FLEX options) provided in connection with any FLEX Report and/or FLEX Trades file are provided “as is” (e.g., theoretical prices of FLEX options are estimates that may not represent fair value) and are not suitable for Net Asset Value (NAV) calculations due to (i) this product not providing the ability to initiate price challenges and (ii) lacking oversight by any governance committee or subcommittee. If you require values for NAV calculations, please contact IndexSales@cboe.com for the Theoretical Options Pricing Service offered by Cboe Global Indices, LLC.
