最好的策略之一: BXMD

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https://www.indexologyblog.com/2018/09/04/strong-returns-over-32-years-for-bxmd-index-that-writes-otm-spx-options/

買現貨+賣Delta為0.3的call的月選

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DESCRIPTION OF BXMD INDEX

The BXMD Index is designed to track the performance of a hypothetical covered call strategy that holds a long position indexed to the S&P 500 Index and sells a monthly out-of-the-money (OTM) S&P 500 Index (SPXSM) call option. The call option written is the strike nearest to the 30-Delta SPX call option at 10:00 a.m. CT on the Roll Date.

www.cboe.com/BXMD