This Week in CBOE Strategy Indexes – 7/11/2014

The stock market remains pretty darn resilient. The S&P 500 remains close to an all-time high despite a potential flashback to a couple of years ago when problems in Europe seemed to be never ending.

Strat Chartsw

The S&P 500 did lose 0.85% last week and each of the strategy indexes lost value as well, but held up nicely on a relative basis to the S&P 500. BXY which sells an out of the money call versus the S&P 500 lost the most of the strategy indexes while the BXM and PUT were just down slightly.

Strat Table