All-time Highs Today for 5 CBOE Indexes – BXY, PUT, BXN, BXR, LOVOL

The past few decades investors have written index options with the goals of strong returns and less volatility than related stock indexes.

Here are the closing values for five CBOE benchmark indexes that hit their all-time daily closing high values today —

  • 1319.73        BXY   –   CBOE S&P 500 2% OTM BuyWrite Index
  • 1309.04        PUT   –   CBOE S&P 500 PutWrite Index
  •   400.01        BXN  –    CBOE Nasdaq BuyWrite Index
  •   187.53        BXR  –     CBOE Russell 2000 BuyWrite Index
  •   154.56        LOVOL – CBOE Low Volatility Index

As shown in the charts below, both the PUT and BXY indexes have had higher returns and lower volatility than the S&P 500 Index.

To learn more about CBOE’s benchmark indexes and to read white papers by BlackRock, Russell, and Ibbotson Associates, please visit www.cboe.com/benchmarks.

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Matt Moran

Matt Moran is vice president of business development for Chicago Board Options Exchange (CBOE), where he communicates with pension funds, mutual funds, and financial advisors. He has delivered more than 200 presentations worldwide on the topics of managing volatility and adding income with option-writing strategies. Previously,…

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