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

 

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