CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - April 19, 2013

 

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXM CBOE S&P 500 BuyWrite Index 1548.79 1548.79  21.72236  1551.9256
BXD CBOE Dow Jones BuyWrite Index 144.91 145  1.79 145.24 
BXN CBOE Nasdaq-100 BuyWrite Index 2772.742 2775  45.1  2780.797
BXY CBOE S&P 500 2% OTM BuyWrite Index 1548.79 1580 7.91822  1553.80294 
BXR CBOE Russell 2000 BuyWrite Index 908.24 910 18.8   912.59

 

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