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

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Russell Rhoads, CFA

CBOE Options Institute

Russell Rhoads, CFA, is a Senior Instructor with the Options Institute at the Chicago Board Options Exchange. He joined the Institute in 2008 after a career as an investment analyst and trader with a variety of firms including Highland Capital Management, Caldwell & Orkin Investment Counsel, TradeLink Securities and…


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