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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  18.9728 1740.52732 
BXD
CBOE Dow Jones BuyWrite Index
153.53 154  1.48 153.66
BXN
CBOE Nasdaq-100 BuyWrite Index
3336.93 3340  37.2  3334.57
BXY
CBOE S&P 500 2% OTM BuyWrite Index 1737.92 1775 4.90099  1739.91634
BXR
CBOE Russell 2000 BuyWrite Index
1107.48 1110  15 1108.19


CBOE Volatility Index (VIX)