IBEX 35 Systematic Put Write


This page is meant to track the results of systematically selling ATM Put Options for Spanish Ibex 35 Index (a so-called put-write strategy). This strategy was described in this post, back in August 2018.

With the interest rates near 0 in the Euro Zone, I have not found any way to invest the premium plus the nominal until the option expires, so I am displaying only the operations derived from selling the Put Options each month.

2020 Operations backlog

2019 Operations backlog

2018 Operations backlog
Results over time

Blog backlog

1 comment:

  1. Hola F.
    Sería interesante que actualizases la estrategia, o quizá has preferido no invertir por la pandemia, y mantenerte fuera de mercado?