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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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