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 1390.40 0.00
BXD 336.82 0.00
BXMC 1460.33 0.00
BXMD 2593.30 0.00
BXN 624.80 0.00
BXR 254.57 0.00
BXRC 223.65 0.00
BXRD 319.73 0.00
BXY 2064.34 0.00
PUT 1827.79 0.00
PUTR 362.65 0.00

Benchmark Indexes - Use Index Call and Put Options

Delayed Quotes
Sym Last Pt. Change
BFLY 457.67 0.00
CLL 904.87 0.00
CLLR 247.14 0.00
CLLZ 995.00 0.00
CMBO 1874.54 0.00
CNDR 707.82 0.00

Benchmark Index - Protective Put Index Options

Delayed Quotes
Sym Last Pt. Change
PPUT 903.33 0.00

Benchmark Indexes - Sell Weekly Index Options; Collect Premium Income

Delayed Quotes
Sym Last Pt. Change
BXMW 162.97 0.00
WPUT 187.69 0.00
WPTR 116.04 0.00