Cboe’s Strategy Benchmarks
Cboe offers dozens of benchmark indexes that show the performance of hypothetical strategies using index options or VIX® futures, including:
BuyWrite Indices
S&P 500
Russell 2000
Ticker | Index |
---|---|
BXR | Cboe Russell 2000 BuyWrite Index |
BXRC | Cboe Russell 2000 Conditional BuyWrite Index |
BXRD | Cboe Russell 2000 30-Delta BuyWrite Index |
MSCI EAFE and Emerging Markets
DJIA
Ticker | Index |
---|---|
BXD | Cboe DJIA BuyWrite Index |
Nasdaq
Ticker | Index |
---|---|
BXN | Cboe NASDAQ-100 BuyWrite Index |
BXNT | Cboe NASDAQ-100 BuyWrite V2 Index |
BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index |
PutWrite Indices
S&P 500
Ticker | Index |
---|---|
PUT | Cboe S&P 500 PutWrite Index |
WPUT | Cboe S&P 500 PutWrite Index |
PUTY | Cboe S&P 500 2% OTM PutWrite Index |
Russell 2000
Ticker | Index |
---|---|
PUTR | Cboe Russell 2000 PutWrite Index |
WPTR | Cboe Russell 2000 One-Week PutWrite Index |
MSCI EAFE and Emerging Markets
Combo Indices
Butterfly & Condor Indices
Collar Indices
Ticker | Index |
---|---|
CLL | Cboe S&P 500 95-110 Collar Index |
CLLR | Cboe Russell 2000 Zero-Cost Put Spread Collar Index |
CLLZ | Cboe S&P 500 Zero-Cost Put Spread Collar Index |
Put Protection Indices
Risk Reversal Index
Ticker | Index |
---|---|
RXM | Cboe S&P 500 Risk Reversal Index |
VIX-Related Benchmark Indices
Ticker | Index |
---|---|
LOVOL | Cboe Low Volatility Index |
VPD | Cboe VIX Premium Strategy Index |
VPN | Cboe Capped VIX Premium Strategy Index |
VXTH | Cboe VIX Tail Hedge Index |