CBOE NASDAQ-100 Buywrite Index - The Index measures the total rate of return of a NASDAQ-100 covered call strategy that consists of holding a portfolio indexed to the NASDAQ-100 and selling a succession of one-month at-the-money NASDAQ-100 (NDX) call options listed on the PHLX exchange.
CBOE S&P 500 95-110 Collar IndexSM - The Index is a benchmark index designed to provide investors with insights as to how one might protect an investment in S&P 500 stocks against market declines at a reduced cost. This strategy accepts a ceiling or cap on S&P 500 gains in return for a floor on S&P 500 losses by holding the stocks in the S&P 500 Index, buying three-month S&P 500 put options to protect this S&P 500 portfolio from market decreases and selling one-month S&P 500 call options to help finance the cost of the put options.
NASDAQ-100 Index® - The Index includes 100 of the largest domestic and international non-financial companies listed on The NASDAQ Stock Market based on market capitalization.
S&P 500 Index - The Index is an unmanaged index of 500 companies used to measure large-cap U.S. stock market performance.