Price and Roll Data

Cboe provides a number of benchmark indexes designed to show the hypothetical performance of options-based strategies. The Cboe S&P 500 BuyWrite Index (BXM), for example, is a benchmark index that holds the S&P 500 stocks and sells one-month cash-settled S&P 500 options on the third-Friday "roll" date. Data regarding the third-Friday "roll" dates and the long-term historical prices for Cboe benchmark indexes is available at the links to the left.

Benchmark Indexes - Sell Index Options; Collect Premium Income

Delayed Quotes
Sym Last Pt. Change
BXM 1459.48 0.23
BXD 349.12 0.03
BXMC 1549.18 -2.33
BXMD 2775.59 -1.07
BXN 660.83 -0.13
BXR 274.55 0.06
BXRC 231.54 0.05
BXRD 333.05 0.12
BXY 2204.86 -0.85
PUT 1896.76 0.46
PUTR 383.50 0.04

Benchmark Indexes - Use Index Call and Put Options

Delayed Quotes
Sym Last Pt. Change
BFLY 441.78 2.38
CLL 955.67 -3.00
CLLR 254.20 0.28
CLLZ 1070.04 -0.93
CMBO 1999.12 -0.14
CNDR 733.66 2.48

Benchmark Index - Protective Put Index Options

Delayed Quotes
Sym Last Pt. Change
PPUT 945.22 -2.96

Benchmark Indexes - Sell Weekly Index Options; Collect Premium Income

Delayed Quotes
Sym Last Pt. Change
BXMW 166.32 -0.14
WPUT 192.94 -0.20
WPTR 113.86 0.23