CLLZ Archives - Cboe Blogs

  • Cboe Benchmark Indexes | Jul 8, 2016, 11:32 AM

    Managing Risk and Return with CLLZ and Zero-Cost Put Spread Collar - Blog #5 on 30-Year Price History

    Managing Risk and Return with CLLZ and Zero-Cost Put Spread Collar - Blog #5 on 30-Year Price History

    [This is the fifth in a series of nine blogs to be published in early July at the CBOE Options Hub on nine CBOE benchmark indexes which have price histories that begin on June 30, 1986.] In recent years I have heard from some money managers that the put-spread collar strategy is becoming more popular, and in 2015 CBOE introduced the CBOE S&P 500 Zero-Cost Put Spread Collar Index (CLLZ). The CLLZ Index now has more than 30 years of price history. FEWER BIG DOWNSIDE MOVES FOR CLLZ The histogram[...]

  • 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[...]