Index Dashboard

BXR
 Cboe Russell 2000 BuyWrite Index
Last Sale

276.23

Change

1.46 (0.53%)

Open

275.25

High

276.44

Low

275.22

Prev Close

276.23

Cboe Russell 2000 BuyWrite Index
  • Overview
  • Performance
     

Cboe Russell 2000 BuyWrite Index (BXR)

The Cboe Russell 2000 BuyWrite IndexSM BXR Index applies the buywrite strategy to the Russell 2000® Index (RUI). The objective  of a buywrite strategy is to buffer downside returns by selling a slice of upside returns. The BXR tracks the value of hypothetical portfolio that overlays a short at-the-money call option on the Russell 2000 Index  (RUT call).  The premium harvested from the call buffers possible losses from an investment in Russell 2000  stocks. 


The BXR Index is calculated every 15 seconds and  is rebalanced monthly after the expiration of the RUT call, typically at 11 am ET  every  third Friday. A new RUT call is then sold. 

Links

  
    
Critical Periods
    
The performance quoted represents past performance and does not guarantee future results.