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BXRD
 Cboe Russell 2000 30-Delta BuyWrite Index
Last Sale

334.56

Change

+1.19 (+0.36%)

Open

334.46

High

335.39

Low

334.01

Prev Close

333.37

Cboe Russell 2000 30-Delta BuyWrite Index
  • Overview
  • Performance
     

Cboe Russell 2000 30-Delta BuyWrite Index (BXRD)

The Cboe Russell 2000 30-Delta BuyWrite IndexSM (BXRD) is a variant of the Russell 2000® BuyWrite Index (BXR). BXRD tracks the value of a hypothetical portfolio that overlays a short 30-delta call on the Russell 2000 (RUT call) on an investment in Russell 2000 stocks.  The smaller premium of a 30-delta call relative to an at-the-money call implies a smaller buffer from  Russell 2000 losses but also less give up on the upside. 

The BXRD Index  portfolio is rebalanced monthly after  the expiration of the 30-delta RUT call, typically 11 am ET every  third Friday. A new 30-delta RUT call is then sold.


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