Tag Archives: CMBO

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CMBO Index and Selling of SPX Calls and Puts – Blog #6 on 30-Year Price History

A 2011 paper by the consulting firm Cambridge Associates – Highlights from the Benefits of Selling Volatility – noted that — “Over the past 20 years, a strategy of systematically selling out of the money puts and calls on the S&P 500 Index (a short strangle portfolio) would not only have soundly beaten equity returns […]

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New Study by Black and Szado Analyzes Six CBOE Benchmarks – BXM, PUT, BFLY, BXMD, CMBO, CNDR – Since 1986

A new study examines six benchmark indexes that write S&P 500® (SPX) index options, comparing their performances with those of traditional stock, bond and commodity benchmark indexes. The study, “Performance Analysis of CBOE S&P 500 Options-Selling Indices,” is the first comprehensive study that examines the performance of options-strategy benchmark indexes that incorporate iron condor and […]

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Ten New CBOE Benchmark Indexes – Risk Management and Yield-enhancing Investment Tools

Today CBOE announced in a press release that it has created 10 new options-based strategy performance benchmark indexes that are designed to highlight the long-term utility of options as risk management and yield- enhancing investment tools. CBOE will disseminate intra-day values for the new benchmarks beginning August 3, 2015 at the page www.cboe.com/benchmarks. The new […]