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

 

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