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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  21.84274 1659.56168 
BXD
CBOE Dow Jones BuyWrite Index
151.3 152 1.62 151.23
BXN
CBOE Nasdaq-100 BuyWrite Index
3089.227 3090 48.2 3086.483
BXY
CBOE S&P 500 2% OTM BuyWrite Index 1663.04 1700 7.63981 1661.85097
BXR
CBOE Russell 2000 BuyWrite Index
1030.35 1035 17.4 1030.53


CBOE Volatility Index (VIX)