LiveVol Options Strategy Backtester

Using Cboe LiveVol’s extensive historical data empower your trading with optimal strategy selection. Reference our pre-generated strategy returns, or build a custom backtest with your own criteria and filters.

For custom backtests, leverage our extensive historical options data back to 2004. Pick an options strategy, select your stock, adjust your filters, and get results. It is simple to add comparisons of other strategies or strategies on other stocks, ETF or indexes. Filter on time, premium minimums, delta, and number of days before expiration to roll.

For pre-generated strategy results, simply drill down from our summary page, which test 9 different strategies for covered calls and cash-secured puts for every optionable underlying. We also narrow the universe by showing just the top 50 strategies over a rolling two-year period.

LiveVol Excel Live View

Custom strategy backtests leverage nearly 12 years of historical data to easily compare historical strategy effectiveness using different assumptions.

  • Define delta, option premium filters, rollover frequency filters.
  • Choose study timeframe to isolate investment periods, and days before expiration to roll strategy.
LiveVol Excel Live View

Review pre-generated results of the top 50 covered calls and cash-secured puts over past 2 years.

  • Drill down to see which strategy generated the best total return over that time period.
  • Compare the relative performance of all studies performed as well as the maximum drawdown of each strategy versus the underlying.
LiveVol Excel Live View

Compare the relative performance of all studies performed as well as the maximum drawdown of each strategy versus the underlying.

  • Compare several different strategies in singular display.
  • View maximum draw-dowms of the compared strategies as well as with the underlying.
  • Share your study easily with others.
LiveVol Excel Live View

Summary statistics for viewing the aggregate market-wide performance of common trading strategies are compiled with drill down capabilities. The backtests are grouped into pre-defined buckets for delta and duration. These summary graphics are wonderful for educational purposes as they show the value of adding options to a long-only equity portfolio.

  • Drill down to see which delta options and which time frame are top performers.
  • View all covered call and cash secured put strategies in terms of yield by sector.

The web site you have chosen, LiveVol Securities, is a licensed broker-dealer. LiveVol Securities and LiveVol are separate but affiliated companies. This web link between the two companies is not an offer or solicitation to trade in securities or options, which can be speculative in nature and involve risk.

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