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 1528.70 1.38
BXD 363.78 -0.25
BXMC 1677.35 3.89
BXMD 2951.09 2.15
BXN 699.53 -1.15
BXR 287.61 -2.21
BXRC 248.05 -1.35
BXRD 356.17 -2.50
BXY 2372.99 1.41
PUT 1993.37 1.95
PUTR 401.25 -0.30

Benchmark Indexes - Use Index Call and Put Options

Delayed Quotes
Sym Last Pt. Change
BFLY 412.12 -2.12
CLL 1044.92 4.32
CLLR 272.30 -0.50
CLLZ 1142.35 1.38
CMBO 2119.93 0.51
CNDR 708.94 -5.60

Benchmark Index - Protective Put Index Options

Delayed Quotes
Sym Last Pt. Change
PPUT 1042.87 3.02

Benchmark Indexes - Sell Weekly Index Options; Collect Premium Income

Delayed Quotes
Sym Last Pt. Change
BXMW 175.46 0.19
WPUT 207.81 0.13
WPTR 118.90 -0.44