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CBOE BuyWrite Index Roll Information

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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