MVIS US Dynamic Put Write Index
The MVIS US Dynamic Put Write Index (MVVCAP) is designed to systematically harvest put options risk premiums on the SPDR S&P 500 ETF by selling levered uncovered put option contracts, one standard deviation out of the money to help manage risk. The positions are collateralized with short-term U.S. Treasuries.
||Calculated with security prices in USD.
||No standard review is applied. Every week, the underlying put-option contracts are bought and sold to maintain a constant level of exposure.
||Calculated end-of-day, weekdays at 22:45 CET. Index values are disseminated to data vendors once a day.