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Index Constituent and Roll Data
  • Indices
  • equities
  • etfs

 

This product provides daily calculation inputs for select Cboe option strategy benchmarks, along with monthly roll data, giving users transparency into benchmark methodologies and the ability to analyze periodic strategy adjustments.

 


Licensing & Redistribution Rights

This dataset is proprietary to Cboe Global Markets, its affiliates, and Third-Party providers.  The dataset may be used for internal and external distribution.  Neither the Data Recipient nor its Data Users shall have any right to use the input value or the constituent for the creation, structuring, developing, calculation, maintenance, publication, distribution or any other means to derive or establish a financial index or investment strategy or a component of any product or financial instrument to be developed, issued, traded, sold, marketed and/or promoted by Data Recipient, including, without limitation, a security whose capital and/or income value is calculated based on changes in value of any index or any indexed fund based on any index in whole or in part.

 


File Specifications & References

 


Data Coverage

The data is available for following indexes:

IndexIndex Name
^BFLYThe Cboe S&P 500 Iron Butterfly Index
^BXDCboe DJIA BuyWrite Index
^BXMCboe S&P 500 BuyWrite Index
^BXMCThe Cboe S&P 500 Conditional BuyWrite Index
^BXMDThe Cboe S&P 500 30-Delta BuyWrite Index
^BXNCboe Nasdaq BuyWrite Index
^BXNHCboe NASDAQ-100 Half BuyWrite V2 Index
^BXNTCboe Nasdaq-100 BuyWrite V2 Index
^BXRCboe Russell 2000 BuyWrite Index
^BXRCCboe Russell 2000 Conditional Buywrite Index
^BXRDCboe Russell 2000 30-Delta BuyWrite Index
^BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index
^BXYCboe S&P 500 2% OTM BuyWrite Index
^CLLCboe S&P 500 95-110 Collar Index
^CLLRCboe Russell 2000 Zero-Cost Put Spread Collar Index
^CLLZThe Cboe S&P 500 Zero-Cost Put Spread Collar Index
^CMBOThe Cboe S&P 500 Covered Combo Index
^CNDRThe Cboe S&P 500 Iron Condor Index
^LOVOLCboe Low Volatility Index
^MGTNCboe Magnificient 10 Index
^PPUTThe Cboe S&P 500 5% Put Protection Index
^PUTCboe S&P 500 PutWrite Index
^PUTRCboe Russell 2000 Putwrite Index
^PUTYCboe S&P 500 2% OTM PutWrite Index
^PWTCboe S&P 500 PutWrite TW Index
^PXEACboe MSCI EAFE PutWrite Index
^PXEFCboe MSCI Emerging Markets PutWrite Index
^PYEACboe MSCI EAFE 2% OTM PutWrite Index
^PYEFCboe MSCI Emerging Markets 2% OTM PutWrite Index
^SPBUF10Cboe S&P 500 10% Buffered Index Series (Monthly)
^SP2BF10Cboe S&P 500 10% Buffered 25 Index Series (Monthly)
^SP7BF10Cboe S&P 500 10% Buffered 75 Index Series (Monthly)
^WPTRCboe Russell 2000 One-Week Putwrite Index
^WPUTThe Cboe S&P 500 One-Week PutWrite Index

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