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PDEF
 Cboe® MSCI® Emerging Markets 20-Delta PutWrite Index
Last Sale

138.31

Change

0.06 (0.04%)

Open

138.32

High

138.32

Low

138.31

Prev Close

138.25

Cboe® MSCI® Emerging Markets 20-Delta PutWrite Index
As of 2020-06-02 15:43:25 (ET)
  • Overview
  • Performance
     

Cboe® MSCI Emerging Markets 20-Delta PutWrite Index (PDEF℠)

The Cboe® MSCI® Emerging Markets 20-Delta PutWrite Index (PDEFSM 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) MXEF® 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 MXEF Put option position, generally on the third Friday each month. The distinctive feature of this index is, when writing the OTM MXEF 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.