$BXM

chameleon

ctcld

分享，请文字解释一下。

chameleon

ctcld 发表于 2014-11-16 01:52 PM
分享，请文字解释一下。

CBOE: The BXM is a passive total return index based on (1) buying an S&P 500 stock index portfolio, and (2) "writing" (or selling) the near-term S&P 500 Index (SPXSM) "covered" call option, generally on the third Friday of each month. The SPX call written will have about one month remaining to expiration, with an exercise price just above the prevailing index level (i.e., slightly out of the money). The SPX call is held until expiration and cash settled, at which time a new one-month, near-the-money call is written.
本月OE还有一周到期，SPX Covered Call strategy遭遇滑铁卢，剩余5个交易日走势能否减缓一下交易员的沮丧情绪？更艰难的选择是，OE后这种strategy是否继续？