CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - September 21, 2012

 

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXM CBOE S&P 500 BuyWrite Index 1463.94 1465  16.52851 1464.23993 
BXD CBOE Dow Jones BuyWrite Index 136.2 137  1.1  136.35
BXN CBOE Nasdaq-100 BuyWrite Index 2871.5 2875  36.54444  2870.91
BXY CBOE S&P 500 2% OTM BuyWrite Index 1463.94 1495 4.9798  1464.40608 
BXR CBOE Russell 2000 BuyWrite Index 857.95 860  12.9  857.61

 

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