Options-Based Benchmark Indexes

Performance, Risk and Premium Capture

Equities have been on a tear for more than a decade. As we enter the late stages of the business cycle, it’s a good time to learn more about options-based strategies that seek to generate income and produce superior risk-adjusted returns. A new research paper from Wilshire Analytics examines the long-term performance, risk, and premium capture of five popular options-based strategies.

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Options-Based Benchmark Indexes

Performance, Risk and Premium Capture

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The Five Options-Based Indexes Analyzed:

Cboe S&P 500 BuyWrite Index

Cboe S&P 500 30-Delta BuyWrite Index

Cboe S&P 500 Covered Combo Index

Cboe S&P 500 5% Put Protection Index

Cboe S&P 500 PutWrite Index

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