Cboe S&P 500 BuyWrite Index (BXM)

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The Cboe S&P 500 BuyWrite Index (BXM) is a benchmark that tracks a covered call strategy on the S&P 500, combining long equity exposure with systematically written call options to measure the performance of a buy-write approach.

All labels observed (3)

How this entity was disambiguated

Statements (44)

Predicate Object
instanceOf covered call index ⓘ
options strategy benchmark ⓘ
stock market index ⓘ
benchmarkFor buy-write ETFs ⓘ
covered call funds ⓘ
category income-oriented index ⓘ
options-based index ⓘ
currency US dollar ⓘ
dataVendorCategory strategy index ⓘ
exposureType equity plus short volatility ⓘ
fullName Cboe S&P 500 BuyWrite Index ⓘ
hasAbbreviation BXM ⓘ
hasComponent S&P 500 constituent stocks ⓘ
S&P 500 index call options ⓘ
incomeSource call option premiums ⓘ
maintainedBy Cboe Global Indices ⓘ
methodology hold S&P 500 portfolio and write monthly at-the-money calls ⓘ
objective measure performance of a buy-write strategy on the S&P 500 ⓘ
optionMoneyness at-the-money ⓘ
optionPosition systematically written call options ⓘ
optionType European-style call options ⓘ
optionUnderlying S&P 500 Index ⓘ
positionType long S&P 500 portfolio ⓘ
short S&P 500 call options ⓘ
provider Cboe ⓘ
linked to: Cboe Global Indices
rebalancingFrequency monthly ⓘ
region United States ⓘ
relatedIndex Cboe S&P 500 2% OTM BuyWrite Index (BXY) ⓘ
Cboe S&P 500 PutWrite Index (PUT) ⓘ
S&P 500 Total Return Index ⓘ
linked to: S&P 500 Index
returnDrivers equity market performance ⓘ
option premium income ⓘ
riskProfile lower volatility than S&P 500 historically ⓘ
sponsor Cboe Global Markets ⓘ
strategyType buy-write ⓘ
covered call ⓘ
targetInvestor income-oriented investors ⓘ
investors seeking reduced equity volatility ⓘ
tickerSymbol BXM ⓘ
tracks performance of a hypothetical covered call strategy on the S&P 500 ⓘ
underlyingAssetClass U.S. large-cap equities ⓘ
underlyingIndex S&P 500 Index ⓘ
useCase benchmark for covered call strategies ⓘ
reference index for investment products ⓘ

How these facts were elicited

Referenced by (3)

Full triples — surface form annotated when it differs from this entity's canonical label.

Cboe Global Markets → notableIndex → Cboe S&P 500 BuyWrite Index (BXM) ⓘ
Cboe S&P 500 BuyWrite Index → fullName → Cboe S&P 500 BuyWrite Index ⓘ
linked to: Cboe S&P 500 BuyWrite Index (BXM)
Cboe S&P 500 BuyWrite Index → relatedIndex → Cboe S&P 500 2% OTM BuyWrite Index (BXY) ⓘ
linked to: Cboe S&P 500 BuyWrite Index (BXM)