Collegio Carlo Alberto

Cboe Announces Winners of the Options Institute S&P Dow Jones Indices Dispersion Research Grant

Retrieved on: 
Thursday, August 3, 2023

The Options Institute Research Grant Program aims to support research that helps catalyze the advancement of derivatives usage and financial exchange marketplace structures.

Key Points: 
  • The Options Institute Research Grant Program aims to support research that helps catalyze the advancement of derivatives usage and financial exchange marketplace structures.
  • As the winners of this grant, sponsored by S&P DJI, Dr. Schoenleber and Dr. Vilkov will study the economics behind option-implied factor dispersion.
  • Significantly, this research is expected to complement the planned launch of the Cboe S&P 500 Dispersion Index , a new volatility-related index jointly created by Cboe and S&P DJI.
  • Cboe has been providing best-in-class investor education through the Options Institute, teaching the responsible use of options and trading strategies for more than 35 years.