Description

The S&P 500 Delta Hedged Straddle Index is designed to measure the performance of a short three-month at-the-money straddle on the S&P 500, with a delta hedge using S&P 500 mini futures.

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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



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