CboeTheoretical Value
GlobalTrading Podcast
GlobalTrading Podcast
CboeTheoretical Value
Oct 12, 2020 Season 1 Episode 5
Terry Flanagan, GlobalTrading Magazine Editor and Markets Media Group Editor

GlobalTrading Editor Terry Flanagan speaks with Jerry Hanweck, VP Software Engineering, Information Solutions at Cboe, about the Cboe Theoretical Value, or “Cboe Theo,” a new options pricing model.

The Cboe Theoretical Value is a sophisticated, next-generation improvement of Cboe’s existing datasets, and forms a foundational element of Cboe Information Solutions’ options analytics product suite. This cohesive dataset helps customers better understand risk, access markets and make more informed trading decisions. Cboe Theo is now available via Cboe Hanweck here and will soon be used across Cboe’s global derivatives marketplace.