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 1464.76 0.00
BXD 355.55 0.00
BXMC 1551.03 0.00
BXMD 2773.68 0.00
BXN 663.38 0.00
BXR 274.18 0.00
BXRC 234.00 0.00
BXRD 333.90 0.00
BXY 2212.26 0.00
PUT 1907.33 0.00
PUTR 389.01 0.00

Benchmark Indexes - Use Index Call and Put Options

Delayed Quotes
Sym Last Pt. Change
BFLY 464.97 0.00
CLL 959.36 0.00
CLLR 250.59 0.00
CLLZ 1059.42 0.00
CMBO 1989.44 0.00
CNDR 733.57 0.00

Benchmark Index - Protective Put Index Options

Delayed Quotes
Sym Last Pt. Change
PPUT 954.13 0.00

Benchmark Indexes - Sell Weekly Index Options; Collect Premium Income

Delayed Quotes
Sym Last Pt. Change
BXMW 167.08 0.00
WPUT 192.56 0.00
WPTR 114.41 0.00