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 |
|
|