CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - November 15, 2013

Index
Name
Reference
Price

New Option Strike Price
New Option VWAP Price
Underlying Index VWAP
BXM
CBOE S&P 500 BuyWrite Index
1793.5 1795  20.30994 1792.50414 
BXD
CBOE Dow Jones BuyWrite Index
159.26 160 1.37  159.2
BXN
CBOE Nasdaq-100 BuyWrite Index
3414.321 3415  46.2  3412.12
BXY
CBOE S&P 500 2% OTM BuyWrite Index 1793.5 1830 6.71961  1792.62196
BXR
CBOE Russell 2000 BuyWrite Index
1111.52 1115  17.8 1112.29