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 1385.33 0.00
BXD 323.90 0.00
BXMC 1452.59 0.00
BXMD 2532.82 0.00
BXN 602.00 0.00
BXR 265.95 0.00
BXRC 237.25 0.00
BXRD 331.35 0.00
BXY 2034.82 0.00
PUT 1863.54 0.00
PUTR 388.69 0.00

Benchmark Indexes - Use Index Call and Put Options

Delayed Quotes
Sym Last Pt. Change
BFLY 505.79 0.00
CLL 825.60 0.00
CLLR 248.93 0.00
CLLZ 955.40 0.00
CMBO 1861.86 0.00
CNDR 728.66 0.00

Benchmark Index - Protective Put Index Options

Delayed Quotes
Sym Last Pt. Change
PPUT 881.36 0.00

Benchmark Indexes - Sell Weekly Index Options; Collect Premium Income

Delayed Quotes
Sym Last Pt. Change
BXMW 165.89 0.00
WPUT 208.28 0.00
WPTR 137.94 0.00