Index Constituent and Roll Data

Indices
equities
etfs

Download sample

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:

Symbol	Description
^BFLY	The Cboe S&P 500 Iron Butterfly Index
^BXD	Cboe DJIA BuyWrite Index
^BXDE	DJIA Cboe BuyWrite V2 Index
^BXESG	Cboe S&P 500 ESG BuyWrite Index
^BXLFH	Cboe S&P Financials Select Sector Half BuyWrite Index
^BXLKH	Cboe S&P Technology Select Sector Half BuyWrite Index
^BXLVH	Cboe S&P Health Care Select Sector Half 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
^BXMH	Cboe S&P 500 Half BuyWrite Index
^BXMU	Cboe S&P 500 BuyWrite 15% WHT
^BXMW	Cboe S&P 500 Multi-Week BuyWrite Index
^BXN	Cboe Nasdaq BuyWrite Index
^BXNH	Cboe NASDAQ-100 Half BuyWrite V2 Index
^BXNT	Cboe Nasdaq-100 BuyWrite V2 Index
^BXNTU	Cboe NASDAQ-100 BuyWrite V2 UCITS Index
^BXR	Cboe Russell 2000 BuyWrite Index
^BXRC	Cboe Russell 2000 Conditional Buywrite Index
^BXRD	Cboe Russell 2000 30-Delta BuyWrite Index
^BXRH	Cboe Russell 2000 Half 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
^CLL1M	Cboe S&P 500 Risk Managed Income Index
^CLL3M	Cboe S&P 500 3-Month Collar 95-110 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
^PPUT3M	Cboe S&P 500 Tail Risk 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
^RXM	Cboe S&P 500 Risk Reversal Index
^SP2BF10	Cboe 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
^SPBFQ	Cboe S&P 500 15% WHT Quarterly 5% Buffer Protect Index
^SPBNQ	Cboe S&P 500 15% WHT Quarterly 9% (-3% to -12%) Buffer Protect Index
^SPBSA	Cboe S&P 500 WHT Annual 30% (-5% to -35%)Buffer Protect Index
^SPBUF10	Cboe S&P 500 10% Buffered Index Series (Monthly)
^WPEF	Cboe EAFE One-Week PutWrite Index
^WPEM	Cboe Emerging Markets One-Week PutWrite Index
^WPTR	Cboe Russell 2000 One-Week Putwrite Index
^WPUT	The Cboe S&P 500 One-Week PutWrite Index