Cboe S&P 500 Zero-Cost Put Spread Collar Index (CLLZ) www.cboe.com/CLLZ

The Cboe S&P 500 Zero-Cost Put Spread Collar Index is designed to track the performance of a hypothetical option trading strategy that 1) holds a long position indexed to the S&P 500 Index; 2) on a monthly basis buys a 2.5% - 5% S&P 500 Index (SPX) put option spread; and 3) sells a monthly out-of-the-money (OTM) SPX call option to cover the cost of the put spread.

The CLLZ Index rolls on a monthly basis, typically every third Friday of the month.

Cboe data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim demand or cause for action. Your use of Cboe data is subject to the Terms and Conditions of Cboe's Websites. Please see CLLZ info on risk disclosures, prices, intellectual property and methodology changes at www.cboe.com/micro/CLLZ.