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Option Strategy Benchmark Index Constituents and Roll Data

Option Strategy Benchmark Index Constituents and Roll Data
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Daily calculation inputs on select Cboe option strategy benchmarks and the monthly roll data.

The data is available for following indexes:

Index Index Name
^BFLY The Cboe S&P 500 Iron Butterfly Index
^BXD Cboe DJIA BuyWrite Index
^BXM Cboe S&P 500 BuyWrite Index
^BXMC The Cboe S&P 500 Conditional BuyWrite Index
^BXMD The Cboe S&P 500 30-Delta BuyWrite Index
^BXN Cboe Nasdaq BuyWrite Index
^BXNT Cboe Nasdaq-100 BuyWrite V2 Index
^BXR Cboe Russell 2000 BuyWrite Index
^BXRC Cboe Russell 2000 Conditional Buywrite Index
^BXRD Cboe Russell 2000 30-Delta BuyWrite Index
^BXRT Cboe Russell 2000 30-Delta BuyWrite V2 Index
^BXY Cboe S&P 500 2% OTM BuyWrite Index
^CLL Cboe S&P 500 95-110 Collar Index
^CLLR Cboe Russell 2000 Zero-Cost Put Spread Collar Index
^CLLZ The Cboe S&P 500 Zero-Cost Put Spread Collar Index
^CMBO The Cboe S&P 500 Covered Combo Index
^CNDR The Cboe S&P 500 Iron Condor Index
^LOVOL Cboe Low Volatility Index
^PPUT The Cboe S&P 500 5% Put Protection Index
^PUT Cboe S&P 500 PutWrite Index
^PUTR Cboe Russell 2000 Putwrite Index
^PWT Cboe S&P 500 PutWrite TW Index
^WPTR Cboe Russell 2000 One-Week Putwrite Index
^WPUT The Cboe S&P 500 One-Week PutWrite Index
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Note: Data will be available for download after purchase as long as the file size is below 500GB. Larger files will be shipped to you on a hard drive.
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Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics and Risks of Standardized Options (ODD). Copies of the ODD are available from your broker or from The Options Clearing Corporation, One North Wacker Drive, Suite 500, Chicago, Illinois 60606. The information on this website is provided solely for general education and information purposes and therefore should not be considered complete, precise, or current. Many of the matters discussed are subject to detailed rules, regulations, and statutory provisions which should be referred to for additional detail and are subject to changes that may not be reflected in the website information. No statement within the website should be construed as a recommendation to buy or sell a security or to provide investment advice. The inclusion of non-Cboe advertisements on the website should not be construed as an endorsement or an indication of the value of any product, service, or website. The Terms and Conditions govern use of this website and use of this website will be deemed acceptance of those Terms and Conditions.