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 1343.17 0.49
BXD 313.61 -0.10
BXMC 1365.72 4.09
BXMD 2433.35 2.74
BXN 577.13 -0.98
BXR 251.08 -2.43
BXRC 223.69 -0.12
BXRD 309.98 -1.39
BXY 1930.27 2.73
PUT 1815.63 1.16
PUTR 383.20 -0.13

Benchmark Indexes - Use Index Call and Put Options

Delayed Quotes
Sym Last Pt. Change
BFLY 552.08 -4.85
CLL 758.65 3.63
CLLR 234.68 -1.19
CLLZ 913.86 1.06
CMBO 1789.49 1.38
CNDR 761.00 -5.77

Benchmark Index - Protective Put Index Options

Delayed Quotes
Sym Last Pt. Change
PPUT 808.27 4.31

Benchmark Indexes - Sell Weekly Index Options; Collect Premium Income

Delayed Quotes
Sym Last Pt. Change
BXMW 161.35 0.26
WPUT 200.47 0.23
WPTR 136.32 -0.05