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CBOE BuyWrite Index Roll Information

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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