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  12.78578 1520.20012 
BXD
CBOE Dow Jones BuyWrite Index
139.94 140  1.15 139.68 
BXN
CBOE Nasdaq-100 BuyWrite Index
2775.333 2780  29  2770.63
BXY
CBOE S&P 500 2% OTM BuyWrite Index 1523.27 1555 2.61757  1520.79343 
BXR
CBOE Russell 2000 BuyWrite Index
925.83 930 9.4   925.26