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BFLYEA
 Cboe MSCI EAFE Iron Butterfly Index
Last Sale

24.05

Change

-0.02 (-0.08%)

Open

24.05

High

26.5

Low

24.02

Prev Close

24.05

Cboe MSCI EAFE Iron Butterfly Index
As of 2020-06-05 17:07:41 (ET)
  • Overview
  • Performance
     

Cboe® MSCI EAFE Iron Butterfly Index (BFLYEA℠)

The Cboe® MSCI EAFE Iron Butterfly Index (BFLYEA℠ Index) is designed to track the performance of a hypothetical options trading strategy that consists of a rolling short position in monthly At-the-Money (ATM) MXEA Call option, a rolling short position in monthly At-the-Money (ATM) MXEA Put option, a rolling long position in monthly 5% Out-of-the-Money (OTM) MXEA Call option, a rolling long position in monthly 5% Out-of-the-Money (OTM) MXEA Put option, and a rolling money market account invested in one-month Treasury bills to limit the downside return of the BFLYEA Index.


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