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 17.52889 1973.15245
BXD CBOE Dow Jones BuyWrite Index 170.6 171 1.24 170.74
BXN CBOE Nasdaq-100 BuyWrite Index 3913.984 3925 45.83333 3918.36
BXY CBOE S&P 500 2% OTM BuyWrite Index 1970.29 2010 3.45 1973.47
BXR CBOE Russell 2000 BuyWrite Index 1145.61 1150 19.1 1147.64

 

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