CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - June 21, 2013

 

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXM CBOE S&P 500 BuyWrite Index 1590.49 1595    
BXD CBOE Dow Jones BuyWrite Index 147.98 148    
BXN CBOE Nasdaq-100 BuyWrite Index 2876.359 2900    
BXY CBOE S&P 500 2% OTM BuyWrite Index 1590.49 1625    
BXR CBOE Russell 2000 BuyWrite Index 958.62 960    

 

  VIX Snapshot

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