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

 

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