CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - March 15, 2013

 

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXM CBOE S&P 500 BuyWrite Index 1559.54 1560    
BXD CBOE Dow Jones BuyWrite Index 144.98 145    
BXN CBOE Nasdaq-100 BuyWrite Index 2798.948 2800    
BXY CBOE S&P 500 2% OTM BuyWrite Index 1559.54 1595    
BXR CBOE Russell 2000 BuyWrite Index 950.9 955    

 

  VIX Snapshot

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