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BXMD
 Cboe S&P 500 30-Delta BuyWrite Index
Last Sale

2560.19

Change

+6.70 (+0.26%)

Open

2565.17

High

2565.17

Low

2558.32

Prev Close

2553.49

Cboe S&P 500 30-Delta BuyWrite Index
  • Overview
  • Performance
     

Cboe S&P 500 30-Delta BuyWrite Index (BXMD)

The Cboe S&P 500 30-Delta BuyWrite IndexSM (BXMD) is a variation of the Cboe BuyWrite Index (BXM) that  tracks the value of a hypothetical portfolio (BXMD portfolio) that overlays  a short 30-delta call option on the S&P 500® (30-delta SPX call) instead of an-at-the-money option.  The smaller premium of a 30-delta call relative to an-at-the-money call provides  a smaller buffer but also less giveup on the upside.  The BXMD portfolio  is rebalanced monthly after the expiration of the 30-delta SPX call, typically 11 am ET every  third Friday.  A new 30-delta SPX call is then sold.
 


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