BuyWrite Indexes

In a buy-write strategy an investor usually buys stocks and writes covered calls for income, often with the goals of adding income and reducing portfolio volatility. Investors have asked for benchmark indexes to help them gauge the performance of options-based strategies, and Cboe introduced the popular BXM Index and other benchmark indexes for buy-write performance. A number of studies have shown that certain Cboe buywrite indexes have delivered strong risk-adjusted returns over more than two decades, in part because of a risk premium involved with consistent selling of index options. See the links below and to the left for more information.

BuyWrite Indexes

Delayed Quotes
Sym Last Pt. Change
BXM 1372.04 4.08
BXD 333.70 1.21
BXMC 1442.03 6.76
BXMD 2545.60 11.02
BXMW 161.26 0.27
BXN 611.72 2.85
BXR 254.80 1.02
BXRC 226.96 1.46
BXRD 324.62 1.93
BXY 2029.78 10.62