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  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

 

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