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 19.02098 1561.45924
BXD
CBOE Dow Jones BuyWrite Index
144.98 145 1.54 145.08
BXN
CBOE Nasdaq-100 BuyWrite Index
2798.948 2800 40.6 2802.832
BXY
CBOE S&P 500 2% OTM BuyWrite Index 1559.54 1595 4.4599 1561.4196
BXR
CBOE Russell 2000 BuyWrite Index
950.9 955 12.6 952.19

 

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