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 20.33029 1844.38739
BXD CBOE Dow Jones BuyWrite Index 164.65 165 1.49 164.66
BXN CBOE Nasdaq-100 BuyWrite Index 3603.296 3605 50.4 3604.233
BXY CBOE S&P 500 2% OTM BuyWrite Index 1843.95 1885 4.56117 1844.16097
BXR CBOE Russell 2000 BuyWrite Index 1172.21 1175 17.6 1171.9

 

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