CBOE S&P 500 30-Delta BuyWrite Index (BXMD) www.cboe.com/BXMD

The CBOE S&P 500 30-Delta BuyWrite Index is designed to track the performance of a hypothetical covered call strategy that holds a long position indexed to the S&P 500 Index and sells a monthly out-of-the-money (OTM) S&P 500 Index (SPX) call option. The call option written is the strike nearest to the 30 Delta at 10:00 a.m. CT on the Roll Date.

The BXMD Index rolls on a monthly basis, typically every third Friday of the month.

CBOE data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim demand or cause for action. Your use of CBOE data is subject to the Terms and Conditions of CBOE's Websites. Please see BXMD info on risk disclosures, prices, intellectual property and methodology changes at www.cboe.com/micro/BXMD.