Option Strategy Benchmark Index Constituents and Roll Data - Subscription
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 |