Nasdaq-100 Monthly Net Credit Collar 95-100 Index
NQRMII
125.63
-0.09%
NQRMII
Nasdaq-100 Monthly Net Credit Collar 95-100 Index
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Nasdaq provides either actual historical index values or back-tested histories for certain indexes. All back-tested index values for periods prior to the launch date of an index are merely indicative, and they are provided "AS IS" for informational and educational purposes only...
DATE RANGE
Index Description
The Nasdaq-100 Monthly Net Credit Collar 95-100 Index tracks the performance of a systematic rolling collar options strategy. At any point in time the strategy references the Nasdaq 100 Total Return Index, long put options and short call options on the Nasdaq 100 Index, which form a collar exposure, and a collateral account. The options are notionally held to expiry, and new long put and short call options are notionally entered into on the same day. The put options are selected to be 5% out-of-the-money and call options are selected to be at- the-money.
Summary Details
| Last | 125.63 |
| Net Change | |
| Net Change(%) | -0.09% |
| Day High |
| Day Low | |
| Previous Close | 125.75 |
| Base Value | |
| Divisor |
