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

 

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