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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  18.41846  1687.84615
BXD
CBOE Dow Jones BuyWrite Index
155.24 156 1.22  155.14
BXN
CBOE Nasdaq-100 BuyWrite Index
3043.321 3045  36.4  3039.342
BXY
CBOE S&P 500 2% OTM BuyWrite Index 1687.94 1725  5.65282 1688.56764
BXR
CBOE Russell 2000 BuyWrite Index
1049.55 1050  15.5 1048.1


CBOE Volatility Index (VIX)