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 |
^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 |
^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 |