CBOE S&P 500 Put Write Index
The CBOE S&P 500 PutWrite Index (ticker symbol PUT) is a benchmark index that measures the performance of a hypothetical portfolio that sells S&P 500 Index (SPX) put options against collateralized cash reserves held in a money market account.
Other articles related to "put, 500, index":
... of five benchmark indexes for the period from July 1986 through October 2008 - the PUT Index, the S P 500 Index, the MSCI EAFE Index, the Barclays Capital ... The PUT Index had annualized returns of 10.32% during the period analyzed, higher than the other four indexes studied ... (The annualized returns were 8.77% for the S P 500, 7.16% for the Barclays Capital Aggregate Bond Index, 6.11% for MSCI EAFE Index, and 4.09% for 3-Month Treasury Bills.) 2 ...
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