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CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - October 19, 2012

Index
Name
Reference
Price

New Option Strike Price
New Option VWAP Price
Underlying Index VWAP
BXM
CBOE S&P 500 BuyWrite Index
1446.88 1450    
BXD
CBOE Dow Jones BuyWrite Index
134.46 135    
BXN
CBOE Nasdaq-100 BuyWrite Index
2714.92 2725    
BXY
CBOE S&P 500 2% OTM BuyWrite Index 1446.88 1480    
BXR
CBOE Russell 2000 BuyWrite Index
830.02 835    


CBOE Volatility Index (VIX)