CBOE S&P 500 PutWrite Index
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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