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 1327.09 -6.97
BXD 321.40 -1.37
BXMC 1373.24 -12.19
BXMD 2426.78 -11.62
BXN 588.06 -7.35
BXR 242.76 -1.23
BXRC 211.60 -2.01
BXRD 303.44 -2.53
BXY 1931.79 -15.20
PUT 1754.40 -15.54
PUTR 349.72 -3.42

Benchmark Indexes - Use Index Call and Put Options

Delayed Quotes
Sym Last Pt. Change
BFLY 461.27 -9.57
CLL 842.43 8.36
CLLR 234.75 -1.43
CLLZ 934.72 1.47
CMBO 1774.16 -11.17
CNDR 700.34 -13.23

Benchmark Index - Protective Put Index Options

Delayed Quotes
Sym Last Pt. Change
PPUT 845.45 12.44

Benchmark Indexes - Sell Weekly Index Options; Collect Premium Income

Delayed Quotes
Sym Last Pt. Change
BXMW 157.49 0.13
WPUT 180.39 0.30
WPTR 114.17 0.22