CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - January 18, 2013

 

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXM CBOE S&P 500 BuyWrite Index 1478.18 1480    
BXD CBOE Dow Jones BuyWrite Index 135.89 136    
BXN CBOE Nasdaq-100 BuyWrite Index 2734.136 2735    
BXY CBOE S&P 500 2% OTM BuyWrite Index 1478.18 1510    
BXR CBOE Russell 2000 BuyWrite Index 889.03 890    

 

  VIX Snapshot

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