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PUTY
 Cboe S&P 500 2% OTM PutWrite Index
Last Sale

813.82

Change

0.79 (0.1%)

Open

812.32

High

813.91

Low

812.29

Prev Close

813.82

Cboe S&P 500 2% OTM PutWrite Index
As of 2020-06-01 16:00:00 (ET)
  • Overview
  • Performance
     

Cboe® S&P 500 2% OTM PutWrite Index (PUTY)

The Cboe S&P 500 2% OTM PutWrite Index (PUTY℠ Index) is designed to track the performance of a hypothetical passive investment strategy that collects option premiums from writing a 2% Out-of-the-Money (OTM) SPX Put option on a monthly basis and holds a rolling money market account invested in one-month T-bills to cover the liability from the short SPX Put option position.


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