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