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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


CBOE Volatility Index (VIX)