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Cboe® Validus® S&P 500® Dynamic BuyWrite Index
By Validus - 29 July 2025
Summary
The Cboe Validus S&P 500 Dynamic BuyWrite Strategy helps investors stay invested in the S&P 500 while also selling call options in a smarter way. Instead of using fixed option levels like most strategies, it adjusts based on market conditions, making it more effective in uncertain or slightly rising markets.
Key Insights
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Dynamically selects option strikes based on market volatility
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Fully funded with long S&P 500 exposure
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Aims to enhance performance, not just generate income
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Outperforms in sideways to bearish markets
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Shows better returns, lower volatility, and smaller drawdowns over 17 years