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BXY
 Cboe S&P 500 2% OTM BuyWrite Index
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2034.82

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2034.82

Cboe S&P 500 2% OTM BuyWrite Index
  • Overview
  • Performance
     

Cboe S&P 500 2% OTM BuyWrite Index (BXY)

The Cboe S&P 500 2% OTM BuyWrite IndexSM (BXY) is a variant of the S&P 500 BuyWrite Index (BXM). BXY tracks the value of a hypothetical portfolio  that overlays a short 2% out-of-the-money call on an investment in S&P 500® stocks. The smaller premium of a 2% out-of-the-money call relative to an at-the-money call provides smaller buffer but also less give up on the uspside. 

The BXY portfolio is rebalanced monthly after  the expiration of the call, typically 11 am ET every  third Friday. A new 2% out-of-the-money SPX cal is then sold. 


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