Cboe S&P 500 Dispersion Basket Index (DSPBX)

Description

The Cboe S&P 500® Dispersion Basket Index seeks to measure the performance of a subset of S&P 500 constituents that have a wide range of quoted call and put options with expiry dates between 10 and 120 calendar days. The index provides a representative universe of large-cap U.S. equities conducive to the calculation of the 30-day implied dispersion of the S&P 500.


Characteristics


Constituents

Top 10 Constituents by Index Weight

Full Constituents ListFull Constituents List
  • Constituent
  • Symbol
  • Sector*


Sector Breakdown

Sector
Index Weight


Maturity Breakdown

Maturity Range
Index Weight


Rating Breakdown

Rating
Index Weight



CONTENT TYPE
DATES
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