• Twitter YouTube Facebook LinkedIn Apps RSS Feed

Option Strategy Benchmark Index Constituents and Roll Data

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
Buy This Data
Warning: Data is unavailable for either specific dates or symbols from your selection. Show excluded symbols and dates here.
Total: $0.00
Note: Data will be available for download after purchase as long as the file size is below 500GB. Larger files will be shipped to you on a hard drive.