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 
  VIX Snapshot

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