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 1360.33 0.00
BXD 317.84 0.00
BXMC 1381.54 0.00
BXMD 2465.52 0.00
BXN 587.10 0.00
BXR 253.39 0.00
BXRC 225.40 0.00
BXRD 311.47 0.00
BXY 1951.31 0.00
PUT 1835.24 0.00
PUTR 380.06 0.00

Benchmark Indexes - Use Index Call and Put Options

Delayed Quotes
Sym Last Pt. Change
BFLY 564.15 0.00
CLL 765.31 0.00
CLLR 234.28 0.00
CLLZ 922.58 0.00
CMBO 1809.49 0.00
CNDR 768.61 0.00

Benchmark Index - Protective Put Index Options

Delayed Quotes
Sym Last Pt. Change
PPUT 814.58 0.00

Benchmark Indexes - Sell Weekly Index Options; Collect Premium Income

Delayed Quotes
Sym Last Pt. Change
BXMW 162.96 0.00
WPUT 203.33 0.00
WPTR 136.10 0.00