BFLY Archives - Cboe Blogs

  • Education | Strategy | Feb 23, 2016, 4:33 PM

    New Study by Black and Szado Analyzes Six CBOE Benchmarks – BXM, PUT, BFLY, BXMD, CMBO, CNDR – Since 1986

    New Study by Black and Szado Analyzes Six CBOE Benchmarks – BXM, PUT, BFLY, BXMD, CMBO, CNDR – Since 1986

    A new study examines six benchmark indexes that write S&P 500® (SPX) index options, comparing their performances with those of traditional stock, bond and commodity benchmark indexes. The study, “Performance Analysis of CBOE S&P 500 Options-Selling Indices,” is the first comprehensive study that examines the performance of options-strategy benchmark indexes that incorporate iron condor and iron butterfly strategies. Commissioned by CBOE and co-authored by Keith Black, Ph.D.,[...]

  • Market News | Jul 29, 2015, 3:44 PM

    Ten New CBOE Benchmark Indexes - Risk Management and Yield-enhancing Investment Tools

    Ten New CBOE Benchmark Indexes - Risk Management and Yield-enhancing Investment Tools

    Today CBOE announced in a press release that it has created 10 new options-based strategy performance benchmark indexes that are designed to highlight the long-term utility of options as risk management and yield- enhancing investment tools. CBOE will disseminate intra-day values for the new benchmarks beginning August 3, 2015 at the page www.cboe.com/benchmarks. The new benchmark indexes use popular S&P 500® Index (SPX) Weeklys options to create new versions of two of CBOE’s flagship[...]