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 21.64911 1424.60251
BXD CBOE Dow Jones BuyWrite Index 131.83 132 1.85 131.57
BXN CBOE Nasdaq-100 BuyWrite Index 2659.963 2675 44.5 2654.716 
BXY CBOE S&P 500 2% OTM BuyWrite Index 1429.17 1460 9.31286 1424.47871
BXR CBOE Russell 2000 BuyWrite Index 846.24 850  13.7 843.04

 

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