CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - August 16, 2013

Index
Name
Reference
Price

New Option Strike Price
New Option VWAP Price
Underlying Index VWAP
BXM
CBOE S&P 500 BuyWrite Index
1663.04 1665    
BXD
CBOE Dow Jones BuyWrite Index
151.3 152  
BXN
CBOE Nasdaq-100 BuyWrite Index
3089.227 3090    
BXY
CBOE S&P 500 2% OTM BuyWrite Index 1663.04 1700  
BXR
CBOE Russell 2000 BuyWrite Index
1030.35 1035  
  VIX Snapshot

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