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 1372.29 4.33
BXD 333.77 1.28
BXMC 1442.46 7.19
BXMD 2546.53 11.95
BXN 611.85 2.98
BXR 254.90 1.12
BXRC 227.07 1.57
BXRD 324.79 2.10
BXY 2030.39 11.23
PUT 1811.79 5.44
PUTR 363.35 1.27

Benchmark Indexes - Use Index Call and Put Options

Delayed Quotes
Sym Last Pt. Change
BFLY 452.82 -0.33
CLL 893.39 5.65
CLLR 252.58 1.71
CLLZ 982.68 4.81
CMBO 1848.07 8.08
CNDR 702.34 0.19

Benchmark Index - Protective Put Index Options

Delayed Quotes
Sym Last Pt. Change
PPUT 892.88 5.14

Benchmark Indexes - Sell Weekly Index Options; Collect Premium Income

Delayed Quotes
Sym Last Pt. Change
BXMW 161.29 0.30
WPUT 188.05 0.22
WPTR 118.84 0.00