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CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - December 20, 2013

Index
Name
Reference
Price

New Option Strike Price
New Option VWAP Price
Underlying Index VWAP
BXM
CBOE S&P 500 BuyWrite Index
1817.55 1820 20.89154   1821.50724
BXD
CBOE Dow Jones BuyWrite Index
162.42 163 1.48  162.66
BXN
CBOE Nasdaq-100 BuyWrite Index
3525.607 3530 48.1   3534.52
BXY
CBOE S&P 500 2% OTM BuyWrite Index 1817.55 1855  5.4888 1820.81104
BXR
CBOE Russell 2000 BuyWrite Index
1134.45 1135  20.5 1140.8


CBOE Volatility Index (VIX)