CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - June 20, 2014

 

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXM CBOE S&P 500 BuyWrite Index 1962.71 1965 14.34776 1962.18539
BXD CBOE Dow Jones BuyWrite Index 169.69 170 1.04 169.65
BXN CBOE Nasdaq-100 BuyWrite Index 3799.352 3800 43.78333 3799.81
BXY CBOE S&P 500 2% OTM BuyWrite Index 1962.71 2005 1.98058 1962.94388
BXR CBOE Russell 2000 BuyWrite Index 1184.78 1185 17.5 1185.13

 

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