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PUTR
 Cboe Russell 2000 Putwrite Index
Last Sale

317.18

Change

0.05 (0.02%)

Open

316.28

High

317.3

Low

315.77

Prev Close

317.13

Cboe Russell 2000 Putwrite Index
As of 2020-05-29 15:37:46 (ET)
  • Overview
  • Performance
     

Cboe Russell 2000 Putwrite Index (PUTR)

The Cboe Russell 2000 PutWrite IndexSM (PUTR) tracks the value of a hypothetical portfolio of securities (PUTR portfolio) that yields a buffered exposure to Russell 2000® stock returns. The PUTR portfolio is composed of an investment of $K in one-month Treasury bills and of a short position in an at-the-money puts on the Russell 2000 Index (RUT put), where K is the strike price of the put option. 

The PUTR portfolio is rebanced monthly, typically on the third Friday of the month when  RUT options expire. A new RUT put is then sold. 

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