CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - January 17, 2014

 

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXM CBOE S&P 500 BuyWrite Index 1843.95 1845    
BXD CBOE Dow Jones BuyWrite Index 164.65 165    
BXN CBOE Nasdaq-100 BuyWrite Index 3603.296 3605    
BXY CBOE S&P 500 2% OTM BuyWrite Index 1843.95 1885    
BXR CBOE Russell 2000 BuyWrite Index 1172.21 1175    

 

  VIX Snapshot

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