S&P 500 Option Returns
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ABCDEFGHIJKLMNOPQRSTUVWXYZ
1
Average0.69%-10.20%-37.80%
2
Standard Deviation
4.65%102.31%124.81%
3
Max14.00%340.08%569.09%
4
Min-25.06%-100.00%-100.00%
5
6
DateS&P 500VIX3M T-BillDividend Yield
Call Option (BS)
Put Option (BS)
S&P 500 Returns
Call ReturnsPut Returns
7
1/19/1990339.1522.50%7.74%3.28%$9.39$8.13
8
2/16/1990332.7220.78%7.69%3.40%$8.53$7.35-1.90%-100.00%-20.94%
9
3/16/1990341.9117.62%7.92%3.34%$7.57$6.282.76%7.73%-100.00%
10
4/20/1990335.1223.33%7.69%3.38%$9.57$8.37-1.99%-100.00%8.20%
11
5/18/1990354.6417.20%7.75%3.30%$7.67$6.365.82%103.92%-100.00%
12
6/15/1990362.9115.90%7.69%3.24%$7.31$5.972.33%7.88%-100.00%
13
7/20/1990361.6115.63%7.54%3.26%$7.14$5.86-0.36%-100.00%-78.21%
14
8/17/1990327.8327.53%7.47%3.56%$10.88$9.82-9.34%-100.00%476.73%
15
9/21/1990311.3230.04%7.36%3.75%$11.19$10.26-5.04%-100.00%68.11%
16
10/19/1990312.4827.86%7.25%3.88%$10.42$9.550.37%-89.63%-100.00%
17
11/16/1990317.1221.34%7.08%3.81%$8.19$7.331.48%-55.47%-100.00%
18
12/21/1990331.7522.66%6.59%3.68%$9.03$8.224.61%78.53%-100.00%
19
1/18/1991332.2325.39%6.07%3.72%$10.00$9.350.14%-94.68%-100.00%
20
2/15/1991369.0619.57%5.91%3.34%$8.68$7.9011.09%268.29%-100.00%
21
3/15/1991373.5914.90%5.80%3.26%$6.79$6.001.23%-47.83%-100.00%
22
4/19/1991384.215.68%5.75%3.19%$7.33$6.512.84%56.30%-100.00%
23
5/17/1991372.3916.64%5.40%3.21%$7.45$6.78-3.07%-100.00%81.37%
24
6/21/1991377.7516.51%5.57%3.21%$7.53$6.791.44%-28.09%-100.00%
25
7/19/1991384.2215.50%5.58%3.21%$7.22$6.461.71%-14.09%-100.00%
26
8/16/1991385.5816.01%5.26%3.14%$7.43$6.750.35%-81.16%-100.00%
27
9/20/1991387.9217.08%5.19%3.17%$7.93$7.280.61%-68.50%-100.00%
28
10/18/1991392.515.87%5.03%3.17%$7.46$6.851.18%-42.26%-100.00%
29
11/15/1991382.6221.18%4.59%3.17%$9.53$9.08-2.52%-100.00%44.25%
30
12/20/1991387.0417.65%3.74%3.14%$7.94$7.751.16%-53.61%-100.00%
31
1/17/1992418.8616.32%3.79%2.94%$8.00$7.708.22%300.72%-100.00%
32
2/21/1992411.4316.87%3.93%2.98%$8.13$7.81-1.77%-100.00%-3.54%
33
3/20/1992411.316.82%4.06%3.02%$8.12$7.77-0.03%-100.00%-98.33%
34
4/17/1992416.0414.85%3.65%3.02%$7.20$6.991.15%-41.63%-100.00%
35
5/15/1992410.0914.82%3.58%2.97%$7.08$6.88-1.43%-100.00%-14.84%
36
6/19/1992403.6716.31%3.65%3.02%$7.67$7.45-1.57%-100.00%-6.63%
37
7/17/1992415.6212.60%3.16%2.97%$6.05$5.982.96%55.86%-100.00%
38
8/21/1992414.8515.01%3.07%2.96%$7.17$7.13-0.19%-100.00%-87.13%
39
9/18/1992422.9313.74%2.88%2.96%$6.66$6.691.95%12.66%-100.00%
40
10/16/1992411.7317.01%2.90%3.00%$8.03$8.06-2.65%-100.00%67.42%
41
11/20/1992426.6513.67%3.20%2.93%$6.75$6.653.62%85.86%-100.00%
42
12/18/1992441.2811.66%3.16%2.84%$5.97$5.853.43%116.82%-100.00%
43
1/15/1993437.1511.57%2.94%2.85%$5.83$5.79-0.94%-100.00%-29.43%
44
2/19/1993434.2215.02%2.93%2.82%$7.51$7.47-0.67%-100.00%-49.44%
45
3/19/1993450.1813.23%2.96%2.77%$6.88$6.813.68%112.44%-100.00%
46
4/16/1993448.9411.29%2.84%2.82%$5.83$5.82-0.28%-100.00%-81.78%
47
5/21/1993445.8414.51%3.00%2.81%$7.47$7.40-0.69%-100.00%-46.73%
48
6/18/1993443.6812.24%3.06%2.79%$6.29$6.19-0.48%-100.00%-70.80%
49
7/16/1993445.7510.96%3.01%2.80%$5.65$5.570.47%-67.08%-100.00%
50
8/20/1993456.1611.62%2.99%2.76%$6.13$6.052.34%84.20%-100.00%
51
9/17/1993458.8313.39%2.95%2.73%$7.10$7.020.59%-56.47%-100.00%
52
10/15/1993469.510.87%3.01%2.70%$5.92$5.802.33%50.26%-100.00%
53
11/19/1993462.615.03%3.13%2.71%$8.07$7.91-1.47%-100.00%18.89%
54
12/17/1993466.3811.08%3.03%2.70%$6.00$5.870.82%-53.15%-100.00%
55
1/21/1994474.7211.09%2.95%2.67%$6.10$5.991.79%38.98%-100.00%
56
2/18/1994467.6914.70%3.29%2.69%$8.02$7.78-1.48%-100.00%17.30%
57
3/18/1994471.0613.32%3.48%2.74%$7.35$7.060.72%-57.96%-100.00%
58
4/15/1994446.1815.98%3.59%2.85%$8.33$8.05-5.28%-100.00%252.26%
59
5/20/1994454.9212.79%4.15%2.84%$6.93$6.441.96%4.97%-100.00%
60
6/17/1994458.4512.31%4.12%2.82%$6.73$6.240.78%-49.08%-100.00%
61
7/15/1994454.1611.28%4.26%2.85%$6.15$5.62-0.94%-100.00%-31.21%
62
8/19/1994463.6812.83%4.56%2.78%$7.18$6.492.10%54.75%-100.00%
63
9/16/1994471.1912.80%4.61%2.77%$7.29$6.571.62%4.62%-100.00%
64
10/21/1994464.8915.91%5.00%2.81%$8.92$8.07-1.34%-100.00%-4.11%
65
11/18/1994461.4716.00%5.34%2.84%$8.96$8.00-0.74%-100.00%-57.64%
66
12/16/1994458.812.79%5.56%2.90%$7.25$6.24-0.58%-100.00%-66.64%
67
1/20/1995464.7812.15%5.75%2.83%$7.06$5.931.30%-17.56%-100.00%
68
2/17/1995481.9711.71%5.70%2.73%$7.09$5.903.70%143.54%-100.00%
69
3/17/1995495.5211.80%5.74%2.67%$7.36$6.102.81%91.19%-100.00%
70
4/21/1995508.4911.86%5.62%2.61%$7.58$6.302.62%76.22%-100.00%
71
5/19/1995519.1912.81%5.69%2.54%$8.33$6.972.10%41.24%-100.00%
72
6/16/1995539.8310.75%5.49%2.48%$7.36$6.013.98%147.75%-100.00%
73
7/21/1995553.6212.37%5.44%2.41%$8.58$7.182.55%87.43%-100.00%
74
8/18/1995559.2112.03%5.44%2.42%$8.44$7.041.01%-34.82%-100.00%
75
9/15/1995583.3511.58%5.30%2.35%$8.49$7.064.32%185.87%-100.00%
76
10/20/1995587.4613.46%5.27%2.34%$9.81$8.380.70%-51.60%-100.00%
77
11/17/1995600.0712.49%5.35%2.30%$9.38$7.872.15%28.55%-100.00%
78
12/15/1995616.3411.44%5.20%2.24%$8.87$7.362.71%73.38%-100.00%
79
1/19/1996611.8312.70%4.96%2.26%$9.62$8.25-0.73%-100.00%-38.73%
80
2/16/1996647.9815.37%4.76%2.15%$12.15$10.755.91%275.63%-100.00%
81
3/15/1996641.4316.54%5.01%2.18%$12.95$11.44-1.01%-100.00%-39.06%
82
4/19/1996645.0715.12%4.88%2.19%$11.93$10.490.57%-71.89%-100.00%
83
5/17/1996668.9115.13%5.01%2.15%$12.43$10.843.70%99.75%-100.00%
84
6/21/1996666.8415.80%5.12%2.13%$12.94$11.29-0.31%-100.00%-80.91%
85
7/19/1996638.7317.26%5.14%2.24%$13.44$11.90-4.22%-100.00%149.04%
86
8/16/1996665.2114.81%5.04%2.19%$12.12$10.544.15%97.00%-100.00%
87
9/20/1996687.0315.65%5.15%2.17%$13.21$11.513.28%80.11%-100.00%
88
10/18/1996710.8215.08%4.98%2.10%$13.18$11.483.46%80.06%-100.00%
89
11/15/1996737.6214.36%5.02%2.01%$13.11$11.263.77%103.40%-100.00%
90
12/20/1996748.8718.85%4.89%2.00%$17.12$15.331.53%-14.16%-100.00%
91
1/17/1997776.1718.63%5.01%1.95%$17.61$15.643.65%59.45%-100.00%
92
2/21/1997801.7720.55%4.96%1.88%$19.96$17.913.30%45.39%-100.00%
93
3/21/1997784.119.69%5.26%1.90%$18.84$16.65-2.20%-100.00%-1.34%
94
4/18/1997766.3418.75%5.15%1.98%$17.53$15.51-2.27%-100.00%6.65%
95
5/16/1997829.7521.57%5.06%1.82%$21.69$19.458.27%261.78%-100.00%
96
6/20/1997898.720.20%4.94%1.73%$22.07$19.678.31%217.93%-100.00%
97
7/18/1997915.322.28%5.10%1.64%$24.75$22.121.85%-24.77%-100.00%
98
8/15/1997900.8124.45%5.15%1.65%$26.62$24.00-1.58%-100.00%-34.51%
99
9/19/1997950.5122.74%4.93%1.64%$26.14$23.545.52%86.70%-100.00%
100
10/17/1997944.1621.69%4.92%1.62%$24.83$22.24-0.67%-100.00%-73.03%
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