An Introduction to The CBOE S&P 500 PutWrite Index - CBOE.com

More documents

Recommendations

Info

PUT Index vs. S&P 500 TRRolling 5-Year Annualized Returns930%20%10%0%-10%PUT IndexS&P 500 TRMay-93May-94May-95May-96May-97May-98May-99May-00May-01May-02May-03May-04May-05May-06May-07
PUT Index vs. S&P 500 TRRolling 5-Year Annualized Standard Deviation20%PUT Index1017%15%12%10%7%5%2%S&P 500 TRMay-93May-94May-95May-96May-97May-98May-99May-00May-01May-02May-03May-04May-05May-06May-07
Page 1 and 2: An Introduction toThe CBOE S&P 500P
Page 3 and 4: Why Index Put Options Have Historic
Page 5 and 6: Option Strategy Benchmarks• The C
Page 7 and 8: The Mechanics of the PUT Index• T
Page 9: PUT Index vs. S&P 500 TRJune 1988 -
Page 13 and 14: Differential Return by Year(June 19
Page 15 and 16: PUT Index vs. BXM IndexLong Term Re
Page 17 and 18: Exchange Traded Notes• Exchange T
Page 19 and 20: Key Points• The voracious demand
Page 21 and 22: Ansbacher General InformationAnsbac

An Introduction to The CBOE S&P 500 PutWrite Index - CBOE.com

Create successful ePaper yourself

Delete template?

Save as template?