CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - February 15, 2013

 

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXM CBOE S&P 500 BuyWrite Index 1523.27 1525    
BXD CBOE Dow Jones BuyWrite Index 139.94 140    
BXN CBOE Nasdaq-100 BuyWrite Index 2775.333 2780    
BXY CBOE S&P 500 2% OTM BuyWrite Index 1523.27 1555    
BXR CBOE Russell 2000 BuyWrite Index 925.83 930    

 

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