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CNDREA
 Cboe MSCI EAFE Iron Condor Index
Last Sale

46.65

Change

-0.06 (-0.13%)

Open

46.68

High

47.74

Low

46.3

Prev Close

46.65

Cboe MSCI EAFE Iron Condor Index
As of 2020-06-01 17:07:59 (ET)
  • Overview
  • Performance
     

Cboe® MSCI EAFE Iron Condor Index (CNDREA℠)

The Cboe® MSCI EAFE Iron Condor Index (CNDREA℠ Index) is designed to track the performance of a hypothetical options trading strategy that consists of a rolling short position in monthly 20 delta MXEA Call option, a rolling short position in monthly -20 delta MXEA Put option, a rolling long position in monthly 5 delta MXEA Call option, a rolling long position in monthly -5 delta MXEA Put option, and a rolling money market account invested in one-month Treasury bills to limit the downside return of the CNDREA Index.


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