Uncategorized

S&P Financials Select Sector 30% Delta Covered Call Index

The S&P Financials Select Sector 30% Delta Covered Call Index measures the performance of a long position in the Financial Select Sector Index and a short position in a corresponding XLF monthly call option. The index selects the strike of the call option that has a delta closest to the target delta of 30% on the rebalance date.

Related Articles

Leave a Reply

Your email address will not be published. Required fields are marked *

Back to top button