BXR Archives - Cboe Blogs

  • Market News | Education | Nov 9, 2015, 11:12 AM

    Pop Quiz: Which Russell 2000 Index is Outperforming in 2015?

    Pop Quiz: Which Russell 2000 Index is Outperforming in 2015?

    Russell 2000 Index (RUT) or CBOE Russell 2000® BuyWrite Index (BXR) Before I answer my own question let’s take a moment and refresh our memory on what is the CBOE Russell 2000 BuyWrite Index BXR℠. The CBOE Russell 2000 BuyWrite Index is an investment strategy benchmark index designed to track the performance of a hypothetical at-the-money buy-write strategy on the Russell 2000 Index.  It’s intended to measure the total rate of return consisting of a “long”[...]

  • Market News | Jun 22, 2015, 5:06 PM

    All-time Record Daily Closing Highs Today for BXY, BXM, PUT, BXR, BXN and LOVOL Indexes

    All-time Record Daily Closing Highs Today for BXY, BXM, PUT, BXR, BXN and LOVOL Indexes

    Six CBOE strategy benchmark indexes all hit all-time record daily closing highs today (June 22) – 1559.33 BXY - CBOE S&P 500 2% OTM BuyWrite 1527.39 PUT - CBOE S&P 500 PutWrite Index 1140.06 BXM - CBOE S&P 500 BuyWrite Index 459.22                   BXN - CBOE Nasdaq BuyWrite Index 218.42                  [...]

  • Market News | Jun 19, 2015, 12:45 PM

    BXR & RUT Indexes Hit All-Time Highs, As Interest in Small-Caps Heats Up

    BXR & RUT Indexes Hit All-Time Highs, As Interest in Small-Caps Heats Up

      Yesterday (June 18) was a key day for small-cap instruments, as shown by these facts – The Russell 2000 Index (RUT) (the key gauge of for U.S. small-cap stocks) hit an all-time daily closing high of 1284.68; The CBOE Russell 2000 BuyWrite Index (BXR) (the key gauge for use of an RUT index options buywrite strategy) hit an all-time daily closing high of on 217.68; Daily volume for options on the Russell 2000 (RUT) rose to 131,638 contracts, the highest level in recent weeks. RUT CHART THREE[...]

  • Market News | Jun 4, 2015, 2:36 PM

    CBOE Russell 2000 BuyWrite Index (BXR) Hits All-time High

    CBOE Russell 2000 BuyWrite Index (BXR) Hits All-time High

    On Wednesday, June 3, the CBOE Russell 2000 BuyWrite Index (BXR) hit an all-time daily closing high of 215.96. The BXR is a benchmark index that measures the performance of a theoretical portfolio that sells Russell 2000 Index (RUT) call options, against a portfolio of the stocks included in the Russell 2000 Index. A "buy-write," also called a covered call, generally is considered to be an investment strategy in which an investor buys a stock or a basket of stocks, and also sells call options[...]