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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 15.08779  1478.14171 
BXD
CBOE Dow Jones BuyWrite Index
135.89 136  1.23 1.23 
BXN
CBOE Nasdaq-100 BuyWrite Index
2734.136 2735  34.4  2729.025
BXY
CBOE S&P 500 2% OTM BuyWrite Index 1478.18 1510  3.92042 1477.09801 
BXR
CBOE Russell 2000 BuyWrite Index
889.03 890  12.3  889.09


CBOE Volatility Index (VIX)