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 1492.30 -0.64
BXD 355.02 -0.52
BXMC 1599.99 -1.85
BXMD 2845.34 -2.54
BXN 682.45 -0.39
BXR 280.54 -0.03
BXRC 237.16 -0.04
BXRD 341.07 -0.06
BXY 2265.21 -2.46
PUT 1945.72 -1.09
PUTR 390.42 -0.12

Benchmark Indexes - Use Index Call and Put Options

Delayed Quotes
Sym Last Pt. Change
BFLY 437.62 0.79
CLL 982.76 -1.83
CLLR 259.23 -0.04
CLLZ 1095.16 -1.03
CMBO 2049.67 -1.68
CNDR 730.24 0.23

Benchmark Index - Protective Put Index Options

Delayed Quotes
Sym Last Pt. Change
PPUT 977.83 -1.67

Benchmark Indexes - Sell Weekly Index Options; Collect Premium Income

Delayed Quotes
Sym Last Pt. Change
BXMW 170.75 -0.06
WPUT 199.58 -0.07
WPTR 115.65 0.01