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 1198.12 -2.01
BXD 276.59 -0.32
BXMC 1306.76 -2.20
BXMD 2357.45 -5.91
BXN 594.54 -1.37
BXR 198.03 -0.46
BXRC 167.54 -0.39
BXRD 242.60 -0.44
BXY 1858.11 -8.41
PUT 1593.94 1.53
PUTR 279.71 0.12

Benchmark Indices - Use Index Call and Put Options

Delayed Quotes
Sym Last Pt. Change
BFLY 399.92 -10.12
CLL 982.89 0.85
CLLR 189.84 -0.13
CLLZ 939.20 -0.89
CMBO 1663.02 -0.78
CNDR 656.59 -2.00

Benchmark Index - Protective Put Index Options

Delayed Quotes
Sym Last Pt. Change
PPUT 1030.68 -13.16

Benchmark Indices - Sell Weekly Index Options; Collect Premium Income

Delayed Quotes
Sym Last Pt. Change
BXMW 142.47 -0.30
WPUT 173.48 0.24
WPTR 84.66 0.21