CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - September 20, 2013

 

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXM CBOE S&P 500 BuyWrite Index 1721.27 1725    
BXD CBOE Dow Jones BuyWrite Index 156.17 157    
BXN CBOE Nasdaq-100 BuyWrite Index 3245.001 3250    
BXY CBOE S&P 500 2% OTM BuyWrite Index 1721.27 1760    
BXR CBOE Russell 2000 BuyWrite Index 1075.62 1080    

 

  VIX Snapshot

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