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
  VIX Snapshot

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