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
 20.13778  1658.29779
BXD
CBOE Dow Jones BuyWrite Index
152.86
153
 1.68 152.93
BXN
CBOE Nasdaq-100 BuyWrite Index
3013.213
3015
 44.50 3011.71
BXY
CBOE S&P 500 2% OTM BuyWrite Index 1657.78
1695
 7.0199 1658.58731
BXR
CBOE Russell 2000 BuyWrite Index
992.83
995
 17.30 992.26