CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - November 16, 2012

 

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXM CBOE S&P 500 BuyWrite Index 1348.78 1350    
BXD CBOE Dow Jones BuyWrite Index 125.16 126    
BXN CBOE Nasdaq-100 BuyWrite Index 2513.698 2525    
BXY CBOE S&P 500 2% OTM BuyWrite Index 1348.78 1380    
BXR CBOE Russell 2000 BuyWrite Index 766.17 770    

 

  VIX Snapshot

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