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Index Constituent and Roll Data
  • Indices
  • equities
  • etfs

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

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