CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - May 17, 2013

 

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXM CBOE S&P 500 BuyWrite Index 1657.78 1660    
BXD CBOE Dow Jones BuyWrite Index 152.86 153    
BXN CBOE Nasdaq-100 BuyWrite Index 3013.213 3015    
BXY CBOE S&P 500 2% OTM BuyWrite Index 1657.78 1695    
BXR CBOE Russell 2000 BuyWrite Index 992.83 995    

 

  VIX Snapshot

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