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 24.55379 1584.29876
BXD CBOE Dow Jones BuyWrite Index 147.98 148 2.07 147.13
BXN CBOE Nasdaq-100 BuyWrite Index 2876.359 2900 37.4 2858.14
BXY CBOE S&P 500 2% OTM BuyWrite Index 1590.49 1625 10.59914 1580.09245
BXR CBOE Russell 2000 BuyWrite Index 958.62 960 18 953.09

 

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