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CBOE's Benchmark Indexes

Introduction

Key Links

CBOE BuyWrite Indexes—"Roll" Information re: Monthly Options Premiums
CBOE Benchmark Indexes (2-page PDF)


Options-based Benchmark Indexes

Would you like extra income for your portfolio?
Do you need a cushion against downside moves in the market?
Are you willing to limit upside potential in return for potentially less volatility in your portfolio?


If so, explore these indexes—
CBOE S&P 500 BuyWrite Index (BXMSM) www.cboe.com/BXM
CBOE Russell 2000 BuyWrite Index (BXRSM) www.cboe.com/BXR
CBOE S&P 500 2% OTM BuyWrite Index (BXYSM) www.cboe.com/BXY
CBOE DJIA BuyWrite Index (BXD) www.cboe.com/BXD
CBOE NASDAQ-100 BuyWrite Index (BXN)www.cboe.com/BXN
CBOE S&P 500 PutWrite Index (PUT) www.cboe.com/PUT
CBOE S&P 500 95-110 Collar Index (CLL) www.cboe.com/CLL
Volatility Indexes at CBOE www.cboe.com/volatility


Key Papers on BuyWrite Strategies


Buy Writing Makes Comeback as Way to Hedge Risk

"Pension executives are once again beginning to consider a long-standing but long-dormant derivatives strategy - covered call writing, or buy writing - to hedge their downside equity risk and add incremental alpha ... While options industry executives said the strategy is not new, two developments have given it more credibility. First, in 2002, the Chicago Board Options Exchange created a buy-write index based on the S&P 500, the CBOE S&P 500 BuyWrite Index, or BXM. ... Second, and possibly more important for institutional investors, Ibbotson Associates, Chicago, released a report...

Pensions & Investments. May 16, 2005.

Links to More Up-to-date Price Information

Delayed Price Quotes
Advanced Charts


Spreadsheets with Historical Price Data

Historical Daily Prices - Spreadsheet with Closing Prices for Several Indexes
Historical Month-end Prices - Spreadsheet with Closing Prices for Several Indexes
In addition, Market Data Express gives users access to more than 16 years of historical options data

Related Topics


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