NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH
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The Supply and Demand of S&P 500 Put Options

George M. Constantinides, Lei Lian

NBER Working Paper No. 21161
Issued in May 2015

---- Acknowledgments ----

We thank David Bates, Michal Czerwonko, Zhiguo He, Jens Jackwerth, Nikunj Kapadia, Stylianos Perrakis, Alexi Savov, Myron Scholes, and Dacheng Xiu for helpful comments. Constantinides acknowledges financial support from the Center for Research in Security Prices of the University of Chicago, Booth School of Business. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

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