CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - October 18, 2013

 

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXM CBOE S&P 500 BuyWrite Index 1737.92 1740    
BXD CBOE Dow Jones BuyWrite Index 153.53 154    
BXN CBOE Nasdaq-100 BuyWrite Index 3336.93 3340    
BXY CBOE S&P 500 2% OTM BuyWrite Index 1737.92 1775    
BXR CBOE Russell 2000 BuyWrite Index 1107.48 1110    

 

  VIX Snapshot

*Third Party Advertisement