Simple Stock Index Option Strategies
May 9, 2022 - Equity Options
Do simple stock index option strategies (stock-covered calls, cash-covered puts and collars) outperform the underlying index? To investigate, we examine performances of: CBOE S&P 500 BuyWrite Index (BXM),CBOE S&P 500 PutWrite Index (PUT) and CBOE S&P 500 95-110 Collar Index (CLL), with S&P 500 Total Return Index (SPTR) as a benchmark. Invesco S&P 500 BuyWrite… Keep Reading