CBOE BuyWrite Index Roll Information

CBOE BuyWrite Index Roll Information - December 21, 2012

 

Index Name Reference Price New Option Strike Price New Option VWAP Price Underlying Index VWAP
BXM CBOE S&P 500 BuyWrite Index 1429.17 1430    
BXD CBOE Dow Jones BuyWrite Index 131.83 132    
BXN CBOE Nasdaq-100 BuyWrite Index 2659.963 2675    
BXY CBOE S&P 500 2% OTM BuyWrite Index 1429.17 1460    
BXR CBOE Russell 2000 BuyWrite Index 846.24 850    

 

  VIX Snapshot

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