CLLR Archives - Cboe Blogs

  • Market News | Trader Talk | Nov 24, 2015, 10:48 AM

    CBOE Launches 5 New Strategy Benchmark Indexes on Russell® 2000 Index

    CBOE Launches 5 New Strategy Benchmark Indexes on Russell® 2000 Index

    Monday marked the launch of 5 Strategy Benchmark Indexes based on the Russell 2000 Index.  Created by the Chicago Board Options Exchange, these options based strategies have been used previously as risk management and yield-enhancing tools. CBOE Russell 2000 PutWrite Index (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. The written Russell 2000 put option is collateralized[...]