All-time Highs for Seven CBOE Indexes Today – BXM, PUT, BXY, LOVOL, VXTH, VPD and VPN

ALL-TIME HIGHS TODAY

These seven CBOE indexes all hit all-time daily closing high values today —

Closing

Value                    Index                                                                                    Microsite

945.6                     BXM – CBOE S&P 500 BuyWrite Index                      www.cboe.com/BXM

1270.52                 PUT – CBOE S&P 500 PutWrite Index                        www.cboe.com/PUT

1279.33                 BXY – CBOE S&P 500 2% OTM BuyWrite                  www.cboe.com/BXY

148.11                   LOVOL- CBOE Low Volatility Index                            www.cboe.com/LOVOL

158.11                   VXTH – CBOE VIX Tail Hedge Index                            www.cboe.com/VXTH

236.99                   VPD – CBOE VIX Premium Strategy Index              www.cboe.com/VPD

234.23                   VPN – CBOE Capped VIX Premium Strategy Index             www.cboe.com/VPN

BXY INDEX

The BXY Index has risen –

 photo BXY1_zps762dfea5.jpg

  • More than 1179% since June of 1988.
  • About 250% since October 2007 (the month when many stock indexes reached their previous high-water marks).

Option writing can be attractive in times of low interest rates.

 

MORE INFO

To learn more about many of the indexes listed above, please see this paper at www.cboe.com/buywrite

Asset Consulting Group. An Analysis of Index Option Writing for Liquid Enhanced Risk-Adjusted Returns (January 2012)