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PUTR
 Cboe Russell 2000 Putwrite Index
Last Sale

368.02

Change

4.3 (1.17%)

Open

365.3

High

368.03

Low

363.7

Prev Close

368.02

Cboe Russell 2000 Putwrite Index
As of 2020-10-22 16:00:00 (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.