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 28.74071 1356.32674
BXD
CBOE Dow Jones BuyWrite Index
125.16 126 125.82 
BXN
CBOE Nasdaq-100 BuyWrite Index
2513.698 2525 54.1   2525
BXY
CBOE S&P 500 2% OTM BuyWrite Index 1348.78 1380  13.90233 1356.10354 
BXR
CBOE Russell 2000 BuyWrite Index
766.17 770  16.4  765.86
  VIX Snapshot

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