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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.

Key Features

Index Currency Calculated with security prices in USD.
Review No standard review is applied. Every week, the underlying put-option contracts are bought and sold to maintain a constant level of exposure.
Dissemination Calculated end-of-day, weekdays at 22:45 CET. Index values are disseminated to data vendors once a day.
IndexLast CloseOpenLastChangeChange (1Y)Range (1Y)
  		5,143.24 5,143.24 --50.80%2,305.40 - 5,399.69

Timescale Slider

Symbol IndexName
MVVCAP MVIS US Dynamic Put Write Total Return Net Index
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