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 2 125.82
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

 

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