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SSTGK
 Cboe S&P 500 4% OTM Short Strangle Index (with KRW 3 month Certificate of Deposit)
Last Sale

148.67

Change

-3.69 (-2.48%)

Open

149.49

High

149.59

Low

147.45

Prev Close

148.67

Cboe S&P 500 4% OTM Short Strangle Index (with KRW 3 month Certificate of Deposit)
As of 2020-06-05 17:00:10 (ET)
  • Overview
  • Performance
     

Cboe S&P 500 4% OTM Short Strangle Index (with KRW 3month Certificate of Deposit)

The Cboe S&P 500 4% OTM Short Strangle Index (with KRW 3month Certificate of Deposit) (SSTGK) is a benchmark index designed to track the performance of a hypothetical option trading strategy that: (1) sells a rolling monthly 4% Out-of-the-Money (OTM) SPX Put option and a rolling monthly 4% Out-of-the-Money (OTM) SPX Call option and (2) holds a money market account invested in KRW 3 month Certificate of Deposit rate, which is rebalanced on the option Roll Day. All SPX options involved are AM-settled and roll on a monthly basis.


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