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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
   


CBOE Volatility Index (VIX)