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PDEA
 Cboe® MSCI® EAFE 20-Delta PutWrite Index
Last Sale

108.08

Change

0.02 (0.02%)

Open

108.05

High

108.2

Low

107.02

Prev Close

108.06

Cboe® MSCI® EAFE 20-Delta PutWrite Index
As of 2020-05-29 15:44:44 (ET)
  • Overview
  • Performance
     

Cboe® MSCI EAFE 20-Delta PutWrite Index (PDEA℠)

The Cboe® MSCI® EAFE 20-Delta PutWrite Index (PDEASM Index) is designed to track the performance of a hypothetical passive investment strategy that collects option premiums from writing an Out-of-the-Money (OTM) MXEA® Put option on a monthly basis and holds a rolling money market account invested in one-month T-bills to cover the liability from the short MXEA Put option position, generally on the third Friday each month. The distinctive feature of this index is, when writing the OTM MXEA Put option, the option with a delta closest to 0.20 is selected.


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