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Index Constituent and Roll Data
  • Indices
  • equities
  • etfs

Daily calculation inputs on select Cboe option strategy benchmarks and monthly roll data.

Reference:

https://www.cboe.com/us/indices/benchmark_indices/

https://www.cboe.com/us/indices/benchmark_roll_information/

Data is available for the following indices:

SymbolDescription
^BFLYThe Cboe S&P 500 Iron Butterfly Index
^BXDCboe DJIA BuyWrite Index
^BXDEDJIA Cboe BuyWrite V2 Index
^BXESGCboe S&P 500 ESG BuyWrite Index
^BXLFHCboe S&P Financials Select Sector Half BuyWrite Index
^BXLKHCboe S&P Technology Select Sector Half BuyWrite Index
^BXLVHCboe S&P Health Care Select Sector Half 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
^BXMHCboe S&P 500 Half BuyWrite Index
^BXMUCboe S&P 500 BuyWrite 15% WHT
^BXMWCboe S&P 500 Multi-Week BuyWrite Index
^BXNCboe Nasdaq BuyWrite Index
^BXNHCboe NASDAQ-100 Half BuyWrite V2 Index
^BXNTCboe Nasdaq-100 BuyWrite V2 Index
^BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index
^BXRCboe Russell 2000 BuyWrite Index
^BXRCCboe Russell 2000 Conditional Buywrite Index
^BXRDCboe Russell 2000 30-Delta BuyWrite Index
^BXRHCboe Russell 2000 Half 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
^CLL1MCboe S&P 500 Risk Managed Income Index
^CLL3MCboe S&P 500 3-Month Collar 95-110 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
^PPUTThe Cboe S&P 500 5% Put Protection Index
^PPUT3MCboe S&P 500 Tail Risk 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
^RXMCboe S&P 500 Risk Reversal Index
^SP2BF10Cboe S&P 500 10% Buffered 25 Index Series (Monthly)
^SP7BF10

Cboe S&P 500 10% Buffered 75 Index Series (Monthly)

^SPBFA

Cboe S&P 500 15% WHT Annual 15% Buffer Protect Index

^SPBFQCboe S&P 500 15% WHT Quarterly 5% Buffer Protect Index
^SPBNQCboe S&P 500 15% WHT Quarterly 9% (-3% to -12%) Buffer Protect Index
^SPBSACboe S&P 500 WHT Annual 30% (-5% to -35%)Buffer Protect Index
^SPBUF10Cboe S&P 500 10% Buffered Index Series (Monthly)
^WPEFCboe EAFE One-Week PutWrite Index
^WPEMCboe Emerging Markets One-Week PutWrite Index
^WPTRCboe Russell 2000 One-Week Putwrite Index
^WPUTThe Cboe S&P 500 One-Week PutWrite Index

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