CBOE S&P 500 PutWrite Index

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CBOE S&P 500 PutWrite Index

An index showing the performance of a covered strategy involving the stocks on the S&P 500. That is, the PutWrite Index shows an investor what would happen if she/he purchased put options on the S&P 500 index and had sufficient cash on hand to buy the stocks in case the options were exercised. See also: Covered put.
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Inspired by CBOE's flagship strategy benchmark series, the new benchmarks use RUT options to create a CBOE Russell 2000 PutWrite Index, a CBOE Russell 2000 Zero-Cost Put Spread Collar Index, a CBOE Russell 2000 30-Delta BuyWrite Index, a CBOE Russell 2000 Conditional BuyWrite Index, and a CBOE Russell 2000 One-Week PutWrite Index.
CBOE Russell 2000 PutWrite Index (ticker symbol: PUTR) The CBOE Russell 2000 PutWrite Index is designed to track the performance of a hypothetical strategy that sells a monthly at-the-money (ATM) Russell 2000 Index put option.
CBOE Russell 2000 One-Week PutWrite Index (ticker symbol: WPTR) The CBOE Russell 2000 One-Week PutWrite Index is designed to track the performance of a hypothetical strategy that sells a weekly ATM Russell 2000 Index put option.
CHICAGO -- Ennis Knupp + Associates (EnnisKnupp), one of the largest investment consulting firms in the world, today released a new six-page study on the performance of five benchmark indexes, including the CBOE S&P 500 PutWrite Index (ticker symbol PUT(SM)), over a period of more than 22 years.
The CBOE S&P 500 PutWrite Index is designed to represent a proposed hypothetical PutWrite strategy.
CBOE S&P 500 One-Week PutWrite Index (ticker symbol: WPUT) The CBOE S&P 500 One-Week PutWrite Index is designed to track the performance of a hypothetical strategy that sells an at-the-money (ATM) S&P 500 Index (SPX) put option on a weekly basis.
CBOE currently publishes data on nearly a dozen strategy performance benchmark indexes, including the CBOE S&P 500 BuyWrite Index (BXM), the CBOE S&P 500 PutWrite Index (PUT) and the CBOE VIX Tail Hedge Index (VXTH).
The study also analyzed the performance from mid-1988 through the end of 2014 for some "traditional" benchmark indexes, as well as for options-based benchmark indexes, such as the CBOE S&P 500 PutWrite Index (PUT) and the CBOE S&P 500 2% OTM BuyWrite Index (BXY), that use S&P 500[sup.
The study, commissioned by Chicago Board Options Exchange (CBOE), evaluates the performance of four key options strategy benchmark indexes: the CBOE S&P 500 BuyWrite Index (BXM), CBOE S&P 500 PutWrite Index (PUT), CBOE S&P 500 2% OTM BuyWrite Index (BXY) and CBOE S&P 500 95-110 Collar Index (CLL) againstmore "traditional" stock and bond indexes.
CBOE S&P 500 PutWrite Index (PUT) is based on selling a near-term fully cash-secured S&P 500 at-the-money put option that is cash settled and re-written (sold) on the third Friday of the following contract month.
Some of these include the CBOE S&P 500 BuyWrite Index (BXM), CBOE S&P 500 PutWrite Index (PUT), CBOE S&P 500 95-110 Collar Index (CLL) and CBOE VIX Premium Strategy Index (VPD).