Description

The S&P 500® Dynamic Volatility Covered Call Index seeks to measure the performance of a rolling long position in the S&P 500 TR and, conditionally, a short position in a standard 3% OTM S&P 500 weekly call option. The short call position is only initiated if the 10-day volatility of the S&P 500 is greater than the 20-day, 100-day and 200-day volatilities. The short call position is rolled one trading day before expiration.

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Product Name Product Type Exchange Ticker
Global X S&P 500 ETF Dynamic Protection ETF Tokyo Stock Exchange 379A

Characteristics


Constituents

Top 10 Constituents by Index Weight

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Sector Breakdown

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Maturity Breakdown

Maturity Range
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Rating Breakdown

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Product Name: Direxion Daily S&P Biotech Bear 3X Shares
Product Type: ETF
Exchange: ASX - ALL MARKETS
Ticker: LABD
Product Name: Global X S&P 500 ETF Dynamic Protection
Product Type: ETF
Exchange: Tokyo Stock Exchange
Ticker: 379A

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This list includes investable products traded on certain exchanges currently linked to this selection of indices. While we have tried to include all such products, we do not guarantee the completeness or accuracy of such lists. Please refer to the disclaimers here for more information about S&P Dow Jones Indices' relationship to such third party product offerings.

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