The S&P 500® Covered Call 1% OTM Daily Index measures the performance of a long position in the S&P 500 TR and a short position in an S&P 500 out-of-the-money (OTM) call option with one-day maturity.
The S&P 500® Covered Call 1% OTM Daily Index measures the performance of a long position in the S&P 500 TR and a short position in an S&P 500 out-of-the-money (OTM) call option with one-day maturity.