Daily calculation inputs on select Cboe option strategy benchmarks and the monthly roll data
Please refer to more index information on https://www.cboe.com/us/indices/benchmark_indices/ https://www.cboe.com/us/indices/benchmark_roll_information/
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 |
^BXNH | Cboe NASDAQ-100 Half BuyWrite V2 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 |
^PUTY | Cboe S&P 500 2% OTM PutWrite Index |
^PWT | Cboe S&P 500 PutWrite TW Index |
^PXEA | Cboe MSCI EAFE PutWrite Index |
^PXEF | Cboe MSCI Emerging Markets PutWrite Index |
^PYEA | Cboe MSCI EAFE 2% OTM PutWrite Index |
^PYEF | Cboe MSCI Emerging Markets 2% OTM PutWrite Index |
^SPBUF10 | Cboe S&P 500 10% Buffered Index Series (Monthly) |
^SP2BF10 | Cboe S&P 500 10% Buffered 25 Index Series (Monthly) |
^SP7BF10 | Cboe S&P 500 10% Buffered 75 Index Series (Monthly) |
^WPTR | Cboe Russell 2000 One-Week Putwrite Index |
^WPUT | The Cboe S&P 500 One-Week PutWrite Index |