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

Ticker	Index
BXM	Cboe S&P 500 BuyWrite Index
BXMC	Cboe S&P 500 Conditional BuyWrite Index
BXMD	Cboe S&P 500 30-Delta BuyWrite Index
BXMH	Cboe S&P 500 Half BuyWrite Index
BXMW	Cboe S&P 500 Multi-Week BuyWrite Index
BXY	Cboe S&P 500 2% OTM BuyWrite Index
CALD	Cboe Validus S&P 500 Dynamic Call BuyWrite Index
SPDVDCC	Cboe S&P 500 Volatility Contingent Daily Covered Call Index

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
BXRH	Cboe Russell 2000 Half BuyWrite Index
RTYDCC	Cboe Russell 2000 Daily Covered Call Index

DJIA

Ticker	Index
BXDE	DJIA Cboe BuyWrite V2 Index
BXDEH	Cboe DJIA Half BuyWrite Index

Nasdaq

Ticker	Index
BXNH	Cboe NASDAQ-100 Half BuyWrite V2 Index
BXNT	Cboe NASDAQ-100 BuyWrite V2 Index

Fixed Income

Ticker	Index
BXHB	Cboe HYG BuyWrite Index
BXLB	Cboe LQD BuyWrite Index
BXTB	Cboe TLT 2% OTM BuyWrite Index

Crypto

Ticker	Index
BXGBTCA	Cboe GBTC ATM BuyWrite Index
BXGBTCT	Cboe GBTC 20% OTM BuyWrite Index

PutWrite Indices

S&P 500

Ticker	Index
PUT	Cboe S&P 500 PutWrite Index
PUTY	Cboe S&P 500 2% OTM PutWrite Index
WPUT	Cboe S&P 500 PutWrite Index

Russell 2000

Ticker	Index
PUTR	Cboe Russell 2000 PutWrite Index
WPTR	Cboe Russell 2000 One-Week PutWrite Index

Fixed Income

Ticker	Index
PTLT	Cboe 20+ Year Treasury Bond PutWrite Index

Combo Indices

Ticker	Index
CMBO	Cboe S&P 500 Covered Combo Index

Butterfly & Condor Indices

Ticker	Index
BFLY	Cboe S&P 500 Iron Butterfly Index
CNDR	Cboe S&P 500 Iron Condor Index

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

Ticker	Index
PPUT	Cboe S&P 500 5% Put Protection Index

Risk Reversal Index

Ticker	Index
RXM	Cboe S&P 500 Risk Reversal Index

Ticker	Index
COR1M	Implied Correlation 1M 50 Delta
DSPX	Cboe S&P 500 Dispersion Index
GVZ	Cboe Gold ETF GLD VIX Index
LOVOL	Cboe Low Volatility Index
OVX	Cboe Crude Oil ETF USO VIX Index
SKEW	CBOE SKEW Index
SMILE	CBOE S&P 500 SMILE Index
VIXTLT	Cboe 20+ Year Treasury Bond ETF TLT Basis Point VIX Index
VPD	Cboe VIX Premium Strategy Index
VPN	Cboe Capped VIX Premium Strategy Index
VXHYG	Cboe High Yield Corporate Bond ETF Volatility Index
VXSLV	Cboe Silver ETF Volatility Index
VXTH	Cboe VIX Tail Hedge Index
VXUNG	Cboe US Natural Gas ETF Volatility Index

Target Outcome Indices

Ticker	Index
GLDBUF	Cboe Gold 10% (-5% to -15%) Buffer Protect Index
GLDPRO	Cboe Gold 10% Buffer Protect Index Balanced Series
GLDTI	Cboe Gold Target Income Index Monthly Series
RPEN	Cboe Russell 2000 Enhanced Growth Balanced Series
RPRO	Cboe Russell 2000 Buffer Protect Index Balanced Series
RTYDBI	Cboe Russell 2000 Daily Buffer Index
SPAI	Cboe S&P 500 Dividend Aristocrats Target Income Index
SPATI	Cboe S&P 500 Dividend Aristocrats Target Income Index Monthly Series
SPEN	Cboe S&P 500 Enhanced Growth Index Series
SPENME	Cboe S&P 500 Enhanced Growth Month-End Balanced Series
SPRO	Cboe S&P 500 Buffer Protect Index Series
SPROME	Cboe S&P 500 Buffer Protect Index Balanced Series
SVRPO	Cboe S&P 500 Market-Neutral Volatility Risk Premia Index