CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - July 19, 2013

 

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXM CBOE S&P 500 BuyWrite Index 1687.94 1690    
BXD CBOE Dow Jones BuyWrite Index 155.24 156    
BXN CBOE Nasdaq-100 BuyWrite Index 3043.321 3045    
BXY CBOE S&P 500 2% OTM BuyWrite Index 1687.94 1725    
BXR CBOE Russell 2000 BuyWrite Index 1049.55 1050    

 

  VIX Snapshot

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