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

 

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