The Cboe Russell 2000 One-Week PutWrite Index is designed to track the performance of a hypothetical strategy that sells an at-the-money (ATM) Russell 2000 Index put option on a weekly basis. The maturity of the written Russell 2000 put option is one week to expiry. The written Russell 2000 put option is collateralized by a money market account invested in one-month Treasury bills.
The WPTR Index rolls on a weekly basis, typically every Friday.WPTR Index Methodology
WPTR Historical Price Data
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