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

 

  VIX Snapshot

*Third Party Advertisement