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 Indices - Sell Index Options; Collect Premium Income

Delayed Quotes
Sym Last Pt. Change
BXM 1340.80 2.12
BXD 305.68 -0.17
BXMC 1462.22 2.35
BXMD 2720.27 8.21
BXN 675.86 1.44
BXR 248.88 1.14
BXRC 210.46 0.85
BXRD 317.20 1.74
BXY 2106.14 4.19
PUT 1818.84 2.97
PUTR 344.03 1.60

Benchmark Indices - Use Index Call and Put Options

Delayed Quotes
Sym Last Pt. Change
BFLY 419.38 -0.70
CLL 1104.57 2.92
CLLR 244.80 1.27
CLLZ 1081.14 2.94
CMBO 1873.95 3.41
CNDR 643.29 -0.05

Benchmark Index - Protective Put Index Options

Delayed Quotes
Sym Last Pt. Change
PPUT 1198.37 3.43

Benchmark Indices - Sell Weekly Index Options; Collect Premium Income

Delayed Quotes
Sym Last Pt. Change
BXMW 156.98 0.20
WPUT 181.15 0.33
WPTR 90.16 0.34