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 15.85805 1715.92873
BXD CBOE Dow Jones BuyWrite Index 156.17 157 1.14 155.66
BXN CBOE Nasdaq-100 BuyWrite Index 3245.001 3250 32.3 3231.65
BXY CBOE S&P 500 2% OTM BuyWrite Index 1721.27 1760 4.70099 1717.31327
BXR CBOE Russell 2000 BuyWrite Index 1075.62 1080 15.1 1074.77

 

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