Index Dashboard

BDEF
 Cboe® MSCI® Emerging Markets 20-Delta BuyWrite Index
Last Sale

214.33

Change

3.17 (1.48%)

Open

214.73

High

218.13

Low

212.86

Prev Close

214.33

Cboe® MSCI® Emerging Markets 20-Delta BuyWrite Index
As of 2020-06-01 17:03:01 (ET)
  • Overview
  • Performance
     

Cboe® MSCI Emerging Markets 20-Delta BuyWrite Index (BDEF℠)

The Cboe® MSCI® Emerging Markets 20-Delta BuyWrite Index (BDEFSM Index) is a benchmark index designed to track the performance of a hypothetical buy-write strategy on the MXEF® Index. The BDEF Index is a passive total return index based on buying a MXEF stock index portfolio and “writing” (or selling) the near-term Out-of-the-Money (OTM) MXEF "covered" call option, generally on the third Friday of each month. The distinctive feature of this index is, when writing the OTM MXEF Call option, the option with a delta closest to 0.20 is selected.


Links

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