WisdomTree PutWrite Strategy Fund (PUTW US) - Portfolio Construction Methodology

WisdomTree PutWrite Strategy Fund (PUTW US) – Portfolio Construction MethodologyThe underlying Volos US Large Cap Target 2.5% PutWrite Index delivers a systematic, fully collateralized put-write strategy on SPDR S&P 500 ETF Trust (SPY). At each bi-weekly roll, the index holds two SPY put positions with staggered expiries (targeting 5–6 weeks), roughly half exposure in each. Strikes are chosen to target a minimum premium of 2.5% of SPY (premium ÷ SPY price on the business day prior to the roll); if at-the-mo ...