ALL-TIME HIGHS TODAY
These seven CBOE indexes all hit all-time daily closing high values today —
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
The BXY Index has risen –
- 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.
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)