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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


CBOE Volatility Index (VIX)