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

No Comments
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…

Tags

, , ,