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CBOE BuyWrite Index Roll Information

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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  14.99622 1439.12767 
BXD
 CBOE Dow Jones BuyWrite Index
 134.46 135  1.19 134.01 
BXN
 CBOE Nasdaq-100 BuyWrite Index
 2714.92 2725  33  2694.3
BXY
 CBOE S&P 500 2% OTM BuyWrite Index 1446.88 1480 5.04598   1441.31386
BXR
 CBOE Russell 2000 BuyWrite Index
 830.02 835  9.9  824.48