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

 

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