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PYEA
 Cboe MSCI EAFE 2% OTM PutWrite Index
Last Sale

122.74

Change

0.15 (0.12%)

Open

122.58

High

123

Low

121.63

Prev Close

122.74

Cboe MSCI EAFE 2% OTM PutWrite Index
As of 2020-06-01 17:00:40 (ET)
  • Overview
  • Performance
     

Cboe® MSCI EAFE 2% OTM PutWrite Index (PYEA℠)

The Cboe® MSCI® EAFE 2% OTM PutWrite Index (PYEASM 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) MXEA® 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 MXEA Put option position, generally on the third Friday each month.


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