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Tag Archives: spx

Jul 27, 2021

A Hypothetical Look at 35 Years of Indexes that “Buy” SPX Options

35 Years of Hedging Indices Below are three Cboe S&P benchmark indices that theoretically “buy “SPX put options as part of their index methodology and have 35 years of back-tested performance history going back to June 30, 1986.  As shown below, the three options indices were introduced in either 2008 or 2015, and the data…

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Jul 26, 2021

A Hypothetical Look at 35 Years with Indices That Use SPX Index Options

Four Option Benchmark Indices In order to assess how hypothetical options strategies performed in various market regimes over the past 35 years, investors use some or all of these four key benchmark indices that sell S&P 500 options as part of the their index methodology and that have histories going back to June 30, 1986….

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