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CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - July 18, 2014

Index
Name
Reference
Price

New Option Strike Price
New Option VWAP Price
Underlying Index VWAP
BXM
CBOE S&P 500 BuyWrite Index
1970.29 1975    
BXD
CBOE Dow Jones BuyWrite Index
170.6 171  
BXN
CBOE Nasdaq-100 BuyWrite Index
3913.984 3925    
BXY
CBOE S&P 500 2% OTM BuyWrite Index 1970.29 2010  
BXR
CBOE Russell 2000 BuyWrite Index
1145.61 1150  


CBOE Volatility Index (VIX)