Benchmark Index Roll Information
Cboe PWT Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PWT | Cboe S&P 500 PWT Index | 4507.02 | 4505 | 48.52644444444448 | 0.5614000572686142 | 1M 5.29 3M 5.25 |
Cboe PUTR Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1797.6303 | 1795 | 35.1 | 1M 5.29 |
Cboe PUT Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PUT | Cboe S&P 500 PUT Index | 4507.02 | 4505 | 48.56666666666667 | 0.571162155318642 | 1M 5.29 3M 5.25 |
Cboe CLL1M Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Put Strike Price | New Call Strike Price | New Put VWAP Price | New Call VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|---|---|
| CLL1M | Cboe S&P 500 Risk Managed Income Index | 4507.02 | 4285 | 4510 | 9.365277777777777 | 61.98148296059638 | 4509.333304046859 |
Cboe BXY Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 4507.02 | 4600 | 21.613725490196078 | 4506.686470588235 |
Cboe BXRT Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1797.6303 | 1860 | 13.9 | 1792.6951 |
Cboe BXRH Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 1797.6303 | 1800 | 36.95519465793121 | 1794.6955395237494 |
Cboe BXR Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1797.6303 | 1800 | 36.95519465793121 | 1794.6955395237494 |
Cboe BXNTU Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 15802.0281 | 15825 | 292.76148424999997 | 15826.818455 |
Cboe BXNT Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 15802.0281 | 15825 | 299.741130386122 | 15809.49156977243 |
Cboe BXNH Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 15802.0281 | 15825 | 299.741130386122 | 15809.49156977243 |
Cboe BXN Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 15802.0281 | 15825 | 299.741130386122 | 15809.49156977243 |
Cboe BXMU Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4507.02 | 4510 | 60.791240124999995 | 4777.4425 |
Cboe BXMH Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4507.02 | 4510 | 61.98148296059638 | 4509.333304046859 |
Cboe BXM Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4507.02 | 4510 | 61.98148296059638 | 4509.333304046859 |
Cboe BXESG Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 400.65 | 405 | 3.3 | 401.24 |
Cboe BXDEH Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 349.17 | 350 | 3.5297268907563026 | 349.29533333333336 |
Cboe BXDE Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 349.17 | 350 | 3.55 | 349.32 |
Cboe BXD Index Roll Information - November 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 349.17 | 350 | 3.4379248658318424 | 349.0583005366726 |
Cboe BXRT Index Roll Information - November 16, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP RUT Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 11/16/2023 | 11/17/2023 | 1773.5369 | 23.8 |
Cboe BXNT Index Roll Information - November 16, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 11/16/2023 | 11/17/2023 | 15809.751033876071 | 1214.143198747528 |
Cboe BXNH Index Roll Information - November 16, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 11/16/2023 | 11/17/2023 | 15809.751033876071 | 1214.143198747528 |
Cboe BXEMG Index Roll Information - November 16, 2023
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 49.20089 | 49 |
Cboe BXLVH Index Roll Information - November 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 128.111425343288 | 128 | 2.0376 |
Cboe BXLKH Index Roll Information - November 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 182.983051353519 | 183 | 3.6738 |
Cboe BXLFH Index Roll Information - November 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 34.7397854545926 | 35 | 0.4753 |
Cboe PWT Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PWT | Cboe S&P 500 PWT Index | 4235.36 | 4235 | 79.005 | 0.588309214277779 | 1M 5.31 3M 5.29 |
Cboe PUTR Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1689.6604 | 1685 | 41.4 | 1M 5.31 |
Cboe PUT Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PUT | Cboe S&P 500 PUT Index | 4235.36 | 4235 | 79.39655172413794 | 0.5985338068084314 | 1M 5.31 3M 5.29 |
Cboe CLL1M Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Put Strike Price | New Call Strike Price | New Put VWAP Price | New Call VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|---|---|
| CLL1M | Cboe S&P 500 Risk Managed Income Index | 4235.36 | 4025 | 4240 | 26.979508196721312 | 93.72510885341075 | 4244.200804305757 |
Cboe BXY Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 4235.36 | 4325 | 47.7 | 4245.49 |
Cboe BXRT Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1689.6604 | 1755 | 18.5 | 1692.6026 |
Cboe BXRH Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 1689.6604 | 1690 | 47.707203053435116 | 1691.3022810687023 |
Cboe BXR Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1689.6604 | 1690 | 47.707203053435116 | 1691.3022810687023 |
Cboe BXNTU Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 14580.07763 | 14600 | 398.6044700000001 | 14627.8038225 |
Cboe BXNT Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 14580.07763 | 14600 | 410.6357619713387 | 14619.785182432715 |
Cboe BXNH Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 14580.07763 | 14600 | 410.6357619713387 | 14619.785182432715 |
Cboe BXN Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 14580.07763 | 14600 | 410.6357619713387 | 14619.785182432715 |
Cboe BXMU Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4235.36 | 4240 | 92.072059875 | 4490.29375 |
Cboe BXMH Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4235.36 | 4240 | 93.72510885341075 | 4244.200804305757 |
Cboe BXM Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4235.36 | 4240 | 93.72510885341075 | 4244.200804305757 |
Cboe BXESG Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 376.37 | 380 | 7 | 378.1 |
Cboe BXDEH Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 332.48 | 335 | 4.501258064516129 | 331.5520000000001 |
Cboe BXDE Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 332.48 | 335 | 4.503519882179676 | 332.7348699067256 |
Cboe BXD Index Roll Information - October 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 332.48 | 335 | 4.49765306122449 | 332.50479591836734 |
Cboe BXRT Index Roll Information - October 19, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP RUT Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 10/19/2023 | 10/20/2023 | 1703.0311 | 4.8 |
Cboe BXNT Index Roll Information - October 19, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 10/19/2023 | 10/20/2023 | 14820.559759500587 | 1.0850025138260433 |
Cboe BXNH Index Roll Information - October 19, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 10/19/2023 | 10/20/2023 | 14820.559759500587 | 1.0850025138260433 |
Cboe BXLVH Index Roll Information - October 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 129.574612338631 | 130 | 1.9424 |
Cboe BXLKH Index Roll Information - October 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 168.579108038189 | 169 | 4.0437 |
Cboe BXLFH Index Roll Information - October 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 33.0792047534829 | 33 | 0.7697 |
Cboe SPBFQ Index Roll Information - September 29, 2023
| Index | Name | New Written Call Strike | New Purchased Put Strike | New Written Put Strike |
|---|---|---|---|---|
| SPBFQ | Cboe S&P 500 Quarterly 5% Buffer Protect Index | 4462.84 | 4289.13 | 4074.6735 |
Cboe SPBNQ Index Roll Information - September 29, 2023
| Index | Name | New Written Call Strike | New Purchased Put Strike | New Written Put Strike |
|---|---|---|---|---|
| SPBNQ | Cboe S&P 500 Quarterly 9% (-3% to -12%) Buffer Protect Index | 4460.694 | 4160.4561 | 3774.4344 |
Cboe PWT Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PWT | Cboe S&P 500 PWT Index | 4462.46 | 4460 | 50.22905555555561 | 0.5694298983675888 | 1M 5.28 3M 5.29 |
Cboe PUTR Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1848.4358 | 1845 | 31.813888888888886 | 1M 5.28 |
Cboe PUT Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PUT | Cboe S&P 500 PUT Index | 4462.46 | 4460 | 50.46785714285714 | 0.5792715643366759 | 1M 5.28 3M 5.29 |
Cboe PPUT3M Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| PPUT3M | Cboe S&P 500 Tail Risk Index | 4451.26 | 4020 | 22.084313725490194 | 4467.007843137255 |
Cboe CLL3M Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Put Strike Price | New Call Strike Price | New Put VWAP Price | New Call VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|---|---|
| CLL3M | Cboe S&P 500 3-Month Collar 95-110 Index | 4462.46 | 4240 | 4910 | 43.519999999999996 | 4.92 | 4461.818 |
Cboe CLL1M Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Put Strike Price | New Call Strike Price | New Put VWAP Price | New Call VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|---|---|
| CLL1M | Cboe S&P 500 Risk Managed Income Index | 4462.46 | 4240 | 4465 | 12.908219178082192 | 72.88789759503491 | 4465.257460563745 |
Cboe BXY Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 4462.46 | 4555 | 28.6 | 4468.1 |
Cboe BXRT Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1848.4358 | 1900 | 15.5 | 1846.1812 |
Cboe BXRH Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 1848.4358 | 1850 | 36.602094752024854 | 1844.836492655054 |
Cboe BXR Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1848.4358 | 1850 | 36.602094752024854 | 1844.836492655054 |
Cboe BXNTU Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 15237.3679 | 15250 | 336.459264 | 15245.28836875 |
Cboe BXNT Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 15237.3679 | 15250 | 348.10003144104803 | 15246.413257449782 |
Cboe BXNH Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 15237.3679 | 15250 | 348.10003144104803 | 15246.413257449782 |
Cboe BXN Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 15237.3679 | 15250 | 348.10003144104803 | 15246.413257449782 |
Cboe BXMU Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4462.46 | 4465 | 70.775017875 | 4718.61 |
Cboe BXMH Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4462.46 | 4465 | 72.88789759503491 | 4465.257460563745 |
Cboe BXM Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4462.46 | 4465 | 72.88789759503491 | 4465.257460563745 |
Cboe BXESG Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 396.31 | 400 | 3.7 | 395.3 |
Cboe BXDEH Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 347.12 | 350 | 3.3225296766270977 | 346.17 |
Cboe BXDE Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 347.12 | 350 | 3.3208061749571183 | 347.0610591766724 |
Cboe BXD Index Roll Information - September 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 347.12 | 350 | 3.460272727272727 | 347.29407272727275 |
Cboe BXRT Index Roll Information - September 14, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP RUT Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 9/14/2023 | 9/15/2023 | 1865.188 | 0.15 |
Cboe BXNT Index Roll Information - September 14, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 9/14/2023 | 9/15/2023 | 15481.825812580333 | 861.4811391388174 |
Cboe BXNH Index Roll Information - September 14, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 9/14/2023 | 9/15/2023 | 15481.825812580333 | 861.4811391388174 |
Cboe BXLKH Index Roll Information - September 14, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 172.605910208045 | 173 | 3.4592 |
Cboe BXLFH Index Roll Information - September 14, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 35.0090240443448 | 35 | 0.5562 |
Cboe BXLVH Index Roll Information - September 14, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 133.439065403735 | 133 | 2.0066 |
Cboe PWT Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PWT | Cboe S&P 500 PWT Index | 4356.54 | 4355 | 64.32611111111116 | 0.573579944529753 | 1M 5.28 3M 5.29 |
Cboe PUTR Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1854.3486 | 1850 | 34 | 1M 5.28 |
Cboe PUT Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PUT | Cboe S&P 500 PUT Index | 4356.54 | 4355 | 63.82181818181819 | 0.583461574632519 | 1M 5.28 3M 5.29 |
Cboe CLL1M Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Put Strike Price | New Call Strike Price | New Put VWAP Price | New Call VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|---|---|
| CLL1M | Cboe S&P 500 Risk Managed Income Index | 4356.54 | 4140 | 4360 | 18.171264367816093 | 83.29300858152449 | 4365.008055275113 |
Cboe BXY Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 4356.54 | 4445 | 38.6 | 4364.62 |
Cboe BXRT Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1854.3486 | 1910 | 19.4 | 1860.0336 |
Cboe BXRH Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 1854.3486 | 1860 | 43.31780901198842 | 1860.313242882734 |
Cboe BXR Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1854.3486 | 1860 | 43.31780901198842 | 1860.313242882734 |
Cboe BXNTU Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 14623.75043 | 14625 | 366.459366 | 14660.06025625 |
Cboe BXNT Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 14623.75043 | 14625 | 378.45139065108515 | 14657.279239621035 |
Cboe BXNH Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 14623.75043 | 14625 | 378.45139065108515 | 14657.279239621035 |
Cboe BXN Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 14623.75043 | 14625 | 378.45139065108515 | 14657.279239621035 |
Cboe BXMU Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4356.54 | 4360 | 81.5606335 | 4608.29125 |
Cboe BXMH Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4356.54 | 4360 | 83.29300858152449 | 4365.008055275113 |
Cboe BXM Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4356.54 | 4360 | 83.29300858152449 | 4365.008055275113 |
Cboe BXESG Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 386.02 | 390 | 4.6 | 386.58 |
Cboe BXDEH Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 344.53 | 345 | 5.237478991596639 | 345.0880000000001 |
Cboe BXDE Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 344.53 | 345 | 5.237431693989071 | 345.057482135351 |
Cboe BXD Index Roll Information - August 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 344.53 | 345 | 5.246115702479338 | 344.9783636363636 |
Cboe BXRT Index Roll Information - August 17, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP RUT Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 8/17/2023 | 8/18/2023 | 1850.3149 | 0.1 |
Cboe BXNT Index Roll Information - August 17, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 8/17/2023 | 8/18/2023 | 14714.15968 | 0.1 |
Cboe BXNH Index Roll Information - August 17, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 8/17/2023 | 8/18/2023 | 14714.15968 | 0.1 |
Cboe BXLKH Index Roll Information - August 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 166.390994754511 | 165 | 4.6987 |
Cboe BXLVH Index Roll Information - August 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 134.204095626221 | 134 | 2.1691 |
Cboe BXLFH Index Roll Information - August 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 34.178613796095 | 34 | 0.7839 |
Cboe PWT Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PWT | Cboe S&P 500 PWT Index | 4544.59 | 4540 | 44.32583333333329 | 0.5655052792068318 | 1M 5.27 3M 5.14 |
Cboe PUTR Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1965.6958 | 1965 | 32 | 1M 5.27 |
Cboe PUT Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PUT | Cboe S&P 500 PUT Index | 4544.59 | 4540 | 44.52222222222222 | 0.5753156941275072 | 1M 5.27 3M 5.14 |
Cboe CLL1M Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Put Strike Price | New Call Strike Price | New Put VWAP Price | New Call VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|---|---|
| CLL1M | Cboe S&P 500 Risk Managed Income Index | 4544.59 | 4320 | 4545 | 9.301333333333334 | 63.031752909135925 | 4546.4614211438475 |
Cboe BXY Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 4544.59 | 4640 | 21.9 | 4550.36 |
Cboe BXRT Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1965.6958 | 2020 | 18.3 | 1969.332 |
Cboe BXRH Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 1965.6958 | 1970 | 38.5306430659305 | 1966.7231353848651 |
Cboe BXR Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1965.6958 | 1970 | 38.5306430659305 | 1966.7231353848651 |
Cboe BXNTU Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 15466.12746 | 15475 | 313.15952025 | 15475.110477500002 |
Cboe BXNT Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 15466.12746 | 15475 | 324.1102865968766 | 15475.45143912648 |
Cboe BXNH Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 15466.12746 | 15475 | 324.1102865968766 | 15475.45143912648 |
Cboe BXN Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 15466.12746 | 15475 | 324.1102865968766 | 15475.45143912648 |
Cboe BXMU Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4544.59 | 4545 | 61.2163383125 | 4793.568749999999 |
Cboe BXMH Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4544.59 | 4545 | 63.031752909135925 | 4546.4614211438475 |
Cboe BXM Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4544.59 | 4545 | 63.031752909135925 | 4546.4614211438475 |
Cboe BXESG Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 402.63 | 405 | 4.5 | 403.44 |
Cboe BXDE Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 352.87 | 355 | 3.375161429186397 | 352.9721911321567 |
Cboe BXD Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 352.87 | 355 | 3.524048442906574 | 353.14076124567475 |
Cboe BXDEH Index Roll Information - July 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 352.87 | 355 | 3.37509028374893 | 352.45 |
Cboe BXRT Index Roll Information - July 20, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP RUT Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 7/20/2023 | 7/21/2023 | 1967.1973 | 33 |
Cboe BXNT Index Roll Information - July 20, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 7/20/2023 | 7/21/2023 | 15474.840239996936 | 300.15139399509803 |
Cboe BXNH Index Roll Information - July 20, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 7/20/2023 | 7/21/2023 | 15474.840239996936 | 300.15139399509803 |
Cboe BXLFH Index Roll Information - July 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 35.280280770219 | 35 | 0.8259 |
Cboe BXLKH Index Roll Information - July 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 177.338589445512 | 177 | 4.347 |
Cboe BXLVH Index Roll Information - July 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 135.243896020408 | 135 | 2.1415 |
Cboe PWT Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PWT | Cboe S&P 500 PWT Index | 4432.75 | 4430 | 56.727111111111 | 0.571560337880962 | 1M 5.02 3M 5.14 |
Cboe PUTR Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1877.44 | 1875 | 38.7 | 1M 5.02 |
Cboe PUT Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PUT | Cboe S&P 500 PUT Index | 4432.75 | 4430 | 56.91314285714286 | 0.581450287478188 | 1M 5.02 3M 5.14 |
Cboe PPUT3M Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| PPUT3M | Cboe S&P 500 Tail Risk Index | 4431.52 | 3990 | 25.17142857142857 | 4431.691428571428 |
Cboe CLL3M Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Put Strike Price | New Call Strike Price | New Put VWAP Price | New Call VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|---|---|
| CLL3M | Cboe S&P 500 3-Month Collar 95-110 Index | 4432.75 | 4215 | 4900 | 47.24285714285714 | 5.228571428571428 | 4431.7814285714285 |
Cboe CLL1M Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Put Strike Price | New Call Strike Price | New Put VWAP Price | New Call VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|---|---|
| CLL1M | Cboe S&P 500 Risk Managed Income Index | 4432.75 | 4215 | 4435 | 12.936986301369862 | 70.82611314824516 | 4431.758173127292 |
Cboe BXY Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 4432.75 | 4525 | 27.9 | 4429.26 |
Cboe BXRT Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1877.44 | 1940 | 16.9 | 1871.5026 |
Cboe BXRH Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 1877.44 | 1880 | 41.834004237288134 | 1874.0826315148306 |
Cboe BXR Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1877.44 | 1880 | 41.834004237288134 | 1874.0826315148306 |
Cboe BXNTU Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 15191.80002 | 15200 | 357.53881049999995 | 15192.920845 |
Cboe BXNT Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 15191.80002 | 15200 | 368.5629206642066 | 15191.486143416974 |
Cboe BXNH Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 15191.80002 | 15200 | 368.5629206642066 | 15191.486143416974 |
Cboe BXN Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 15191.80002 | 15200 | 368.5629206642066 | 15191.486143416974 |
Cboe BXMU Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4432.75 | 4435 | 68.83162018750001 | 4668.545 |
Cboe BXMH Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4432.75 | 4435 | 70.82611314824516 | 4431.758173127292 |
Cboe BXM Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4432.75 | 4435 | 70.82611314824516 | 4431.758173127292 |
Cboe BXESG Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 393.21 | 395 | 5.1 | 393.11 |
Cboe BXDE Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 344.55 | 345 | 4.974504057709648 | 344.4047971145176 |
Cboe BXD Index Roll Information - June 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 344.55 | 345 | 4.623366336633663 | 343.9508316831683 |
Cboe BXRT Index Roll Information - June 15, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP RUT Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 6/15/2023 | 6/16/2023 | 1888.2477 | 57 |
Cboe BXNT Index Roll Information - June 15, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 6/15/2023 | 6/16/2023 | 15196.796075082393 | 1352.0959653078924 |
Cboe BXNH Index Roll Information - June 15, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 6/15/2023 | 6/16/2023 | 15196.796075082393 | 1352.0959653078924 |
Cboe BXLVH Index Roll Information - June 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 131.87800511811 | 132 | 1.9277 |
Cboe BXLKH Index Roll Information - June 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 173.992524265574 | 175 | 3.9766 |
Cboe BXLFH Index Roll Information - June 15, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 33.4949423961932 | 33 | 0.9874 |
Cboe PWT Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PWT | Cboe S&P 500 PWT Index | 4209.02 | 4205 | 63.14577777777779 | 0.5914125791668746 | 1M 5.38 3M 5.14 |
Cboe PUTR Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1786.2198 | 1780 | 39.4 | 1M 5.38 |
Cboe PUT Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PUT | Cboe S&P 500 PUT Index | 4209.02 | 4205 | 64.33566433566432 | 0.6016203203530236 | 1M 5.38 3M 5.14 |
Cboe CLL1M Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Put Strike Price | New Call Strike Price | New Put VWAP Price | New Call VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|---|---|
| CLL1M | Cboe S&P 500 Risk Managed Income Index | 4209.02 | 4000 | 4210 | 19.704464285714284 | 57.70154984149348 | 4189.659631325584 |
Cboe BXY Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 4209.02 | 4295 | 20.7 | 4191.15 |
Cboe BXRT Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1786.2198 | 1840 | 11.8 | 1772.2643 |
Cboe BXRH Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 1786.2198 | 1790 | 31.36472134595163 | 1772.923978759201 |
Cboe BXR Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1786.2198 | 1790 | 31.36472134595163 | 1772.923978759201 |
Cboe BXNTU Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 13826.11268 | 13850 | 253.09974100000002 | 13800.006005 |
Cboe BXNT Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 13826.11268 | 13850 | 261.54027434189663 | 13798.236751538218 |
Cboe BXNH Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 13826.11268 | 13850 | 261.54027434189663 | 13798.236751538218 |
Cboe BXN Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 13826.11268 | 13850 | 261.54027434189663 | 13798.236751538218 |
Cboe BXMU Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4209.02 | 4210 | 56.409988875 | 4408.84875 |
Cboe BXMH Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4209.02 | 4210 | 57.70154984149348 | 4189.659631325584 |
Cboe BXM Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4209.02 | 4210 | 57.70154984149348 | 4189.659631325584 |
Cboe BXESG Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 372.97 | 375 | 4 | 371.63 |
Cboe BXDE Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 336.37 | 340 | 1.9433669262482822 | 334.2745396243701 |
Cboe BXD Index Roll Information - May 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 336.37 | 340 | 1.9970686456400741 | 334.17946196660483 |
Cboe BXRT Index Roll Information - May 18, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP RUT Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 5/18/2023 | 5/19/2023 | 1784.2721000000001 | 0.05 |
Cboe BXNT Index Roll Information - May 18, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 5/18/2023 | 5/19/2023 | 13767.186214847758 | 797.5658332083395 |
Cboe BXNH Index Roll Information - May 18, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 5/18/2023 | 5/19/2023 | 13767.186214847758 | 797.5658332083395 |
Cboe BXLVH Index Roll Information - May 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 129.959833449214 | 130 | 2.0365 |
Cboe BXLKH Index Roll Information - May 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 156.540135992993 | 155 | 4.2745 |
Cboe BXLFH Index Roll Information - May 18, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 32.4112453797518 | 32 | 0.9679 |
Cboe PWT Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PWT | Cboe S&P 500 PWT Index | 4119.41 | 4115 | 57.68905555555558 | 0.5928451057175 | 1M 3.32 3M 4.7 |
Cboe PUTR Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1777.6515 | 1775 | 31.9 | 1M 3.32 |
Cboe PUT Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PUT | Cboe S&P 500 PUT Index | 4119.41 | 4115 | 57.528481012658226 | 0.6029036086836893 | 1M 3.32 3M 4.7 |
Cboe CLL1M Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Put Strike Price | New Call Strike Price | New Put VWAP Price | New Call VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|---|---|
| CLL1M | Cboe S&P 500 Risk Managed Income Index | 4119.41 | 3915 | 4120 | 17.71710144927536 | 76.50459673547768 | 4127.265451272204 |
Cboe BXY Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 4119.41 | 4205 | 29.7 | 4123.31 |
Cboe BXRT Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1777.6515 | 1830 | 19.6 | 1785.6874 |
Cboe BXRH Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 1777.6515 | 1780 | 44.691517857142856 | 1785.5249195535714 |
Cboe BXR Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1777.6515 | 1780 | 44.691517857142856 | 1785.5249195535714 |
Cboe BXNTU Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 12952.47 | 12975 | 302.88745 | 12986.99036 |
Cboe BXNT Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 12952.47 | 12975 | 313.49467540877447 | 12985.587267281853 |
Cboe BXNH Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 12952.47 | 12975 | 313.49467540877447 | 12985.587267281853 |
Cboe BXN Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 12952.47 | 12975 | 313.49467540877447 | 12985.587267281853 |
Cboe BXMU Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4119.41 | 4120 | 75.0087554375 | 4336.99125 |
Cboe BXMH Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4119.41 | 4120 | 76.50459673547768 | 4127.265451272204 |
Cboe BXM Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4119.41 | 4120 | 76.50459673547768 | 4127.265451272204 |
Cboe BXESG Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 362.86 | 365 | 5.3 | 363.43 |
Cboe BXDE Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 337.03 | 340 | 3.7053788420300213 | 337.52359542530377 |
Cboe BXD Index Roll Information - April 21, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 337.03 | 340 | 3.550554528650647 | 337.3540665434381 |
Cboe BXRT Index Roll Information - April 20, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP RUT Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 4/20/2023 | 4/21/2023 | 1789.1978 | 0.5 |
Cboe BXNT Index Roll Information - April 20, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 4/20/2023 | 4/21/2023 | 12993.999686340641 | 472.3803220910624 |
Cboe BXNH Index Roll Information - April 20, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 4/20/2023 | 4/21/2023 | 12993.999686340641 | 472.3803220910624 |
Cboe BXLVH Index Roll Information - April 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 133.568369358058 | 134 | 1.8296 |
Cboe BXLKH Index Roll Information - April 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 149.469631089826 | 149 | 3.8448 |
Cboe BXLFH Index Roll Information - April 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 33.312236333895 | 33 | 0.9652 |
Cboe PWT Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PWT | Cboe S&P 500 PWT Index | 3918.23 | 3915 | 100.54566666666656 | 0.6121345646952108 | 1M 3.93 3M 4.7 |
Cboe PUTR Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1731.154 | 1730 | 57.1 | 1M 3.93 |
Cboe PUT Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PUT | Cboe S&P 500 PUT Index | 3918.23 | 3915 | 101.03538461538466 | 0.6225451293890853 | 1M 3.93 3M 4.7 |
Cboe PPUT3M Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| PPUT3M | Cboe S&P 500 Tail Risk Index | 3924.39 | 3530 | 58.528571428571425 | 3917.9114285714286 |
Cboe CLL3M Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Put Strike Price | New Call Strike Price | New Put VWAP Price | New Call VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|---|---|
| CLL3M | Cboe S&P 500 3-Month Collar 95-110 Index | 3918.23 | 3725 | 4320 | 94.62222222222222 | 23.144444444444442 | 3919.792222222222 |
Cboe CLL1M Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Put Strike Price | New Call Strike Price | New Put VWAP Price | New Call VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|---|---|
| CLL1M | Cboe S&P 500 Risk Managed Income Index | 3918.23 | 3725 | 3920 | 45.133168316831686 | 109.55716537342386 | 3919.1737281765277 |
Cboe BXY Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 3918.23 | 4000 | 63.43333333333332 | 3910.2766666666666 |
Cboe BXRT Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1731.154 | 1810 | 24.3 | 1727.181 |
Cboe BXRH Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 1731.154 | 1735 | 59.49080409126672 | 1730.1688861211644 |
Cboe BXR Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1731.154 | 1735 | 59.49080409126672 | 1730.1688861211644 |
Cboe BXNTU Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 12517.67 | 12525 | 396.033268 | 12509.1901 |
Cboe BXNT Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 12517.67 | 12525 | 407.23859729219146 | 12512.496073677581 |
Cboe BXNH Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 12517.67 | 12525 | 407.23859729219146 | 12512.496073677581 |
Cboe BXN Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 12517.67 | 12525 | 407.23859729219146 | 12512.496073677581 |
Cboe BXMU Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 3918.23 | 3920 | 107.1851333125 | 4113.1425 |
Cboe BXMH Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 3918.23 | 3920 | 109.55716537342386 | 3919.1737281765277 |
Cboe BXM Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 3918.23 | 3920 | 109.55716537342386 | 3919.1737281765277 |
Cboe BXESG Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 344.59 | 345 | 7.7 | 345.06 |
Cboe BXDE Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 318.54 | 320 | 7.309110169491525 | 318.835131826742 |
Cboe BXD Index Roll Information - March 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 318.54 | 320 | 6.85 | 318.052 |
Cboe BXRT Index Roll Information - March 16, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP RUT Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 3/16/2023 | 3/17/2023 | 1771.2384 | 0.35 |
Cboe BXNT Index Roll Information - March 16, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 3/16/2023 | 3/17/2023 | 12549.972749958131 | 260.8977457712276 |
Cboe BXNH Index Roll Information - March 16, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 3/16/2023 | 3/17/2023 | 12549.972749958131 | 260.8977457712276 |
Cboe BXLVH Index Roll Information - March 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 127.289459336445 | 127 | 2.9135 |
Cboe BXLKH Index Roll Information - March 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 142.915047129909 | 143 | 4.4768 |
Cboe BXLFH Index Roll Information - March 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 32.1010141975643 | 32 | 1.1912 |
Cboe PWT Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PWT | Cboe S&P 500 PWT Index | 4056.32 | 4055 | 77.82188888888876 | 0.5873101754648655 | 1M 4.53 3M 4.7 |
Cboe PUTR Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1935.9481 | 1935 | 45.3 | 1M 4.53 |
Cboe PUT Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PUT | Cboe S&P 500 PUT Index | 4056.32 | 4055 | 77.63200000000003 | 0.5972215662472922 | 1M 4.53 3M 4.7 |
Cboe CLL1M Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Put Strike Price | New Call Strike Price | New Put VWAP Price | New Call VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|---|---|
| CLL1M | Cboe S&P 500 Risk Managed Income Index | 4056.32 | 3855 | 4060 | 25.85058823529412 | 84.37391910739191 | 4056.9971924686192 |
Cboe BXY Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 4056.32 | 4140 | 43 | 4054.68 |
Cboe BXRT Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1935.9481 | 2000 | 19.5 | 1934.1726 |
Cboe BXR Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1935.9481 | 1940 | 46.66129032258065 | 1935.8383838709676 |
Cboe BXNTU Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 12286.15 | 12300 | 322.995714 | 12269.5285025 |
Cboe BXNT Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 12286.15 | 12300 | 333.80878840948895 | 12266.913779652921 |
Cboe BXNH Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 12286.15 | 12300 | 333.80878840948895 | 12266.913779652921 |
Cboe BXN Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 12286.15 | 12300 | 333.80878840948895 | 12266.913779652921 |
Cboe BXMU Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4056.32 | 4060 | 82.93366875 | 4253.1825 |
Cboe BXMH Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4056.32 | 4060 | 84.37391910739191 | 4056.9971924686192 |
Cboe BXM Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4056.32 | 4060 | 84.37391910739191 | 4056.9971924686192 |
Cboe BXDE Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 336.25 | 340 | 4.5 | 337.22 |
Cboe BXD Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 336.25 | 340 | 3.9 | 336.23 |
Cboe BXESG Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 353.97 | 355 | 5.9 | 353.63 |
Cboe BXRH Index Roll Information - February 17, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 1935.9481 | 1940 | 46.66129032258065 | 1935.8383838709676 |
Cboe BXRT Index Roll Information - February 16, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP RUT Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2/16/2023 | 2/17/2023 | 1942.2695 | 42 |
Cboe BXNT Index Roll Information - February 16, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 2/16/2023 | 2/17/2023 | 12560.142151815182 | 1138.6918481848186 |
Cboe BXNH Index Roll Information - February 16, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 2/16/2023 | 2/17/2023 | 12560.142151815182 | 1138.6918481848186 |
Cboe BXLVH Index Roll Information - February 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 131.626260477122 | 132 | 1.8822 |
Cboe BXLKH Index Roll Information -February 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 143.348043448487 | 143 | 4.1645 |
Cboe BXLFH Index Roll Information - February 16, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 36.574065779161 | 37 | 0.5194 |
Cboe PWT Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PWT | Cboe S&P 500 PWT Index | 3919.53 | 3915 | 67.258111111111 | 0.5944049215021561 | 1M 4.49 3M 4.13 |
Cboe PUTR Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1846.4511 | 1845 | 39.6 | 1M 4.49 |
Cboe PUT Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Number of Puts Sold | TBill Discount Rates |
|---|---|---|---|---|---|---|
| PUT | Cboe S&P 500 PUT Index | 3919.53 | 3915 | 67.53416666666668 | 0.6044650095286846 | 1M 4.49 3M 4.13 |
Cboe CLL1M Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Put Strike Price | New Call Strike Price | New Put VWAP Price | New Call VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|---|---|
| CLL1M | Cboe S&P 500 Risk Managed Income Index | 3919.53 | 3725 | 3920 | 20.553521126760565 | 89.48757567418822 | 3932.2787493120527 |
Cboe BXY Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 3919.53 | 4000 | 49.04193548387097 | 3933.3291612903226 |
Cboe BXRT Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1846.4511 | 1905 | 21.8 | 1851.7481 |
Cboe BXR Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1846.4511 | 1850 | 47.184 | 1851.0571400000001 |
Cboe BXNTU Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 11406.74 | 11425 | 322.325732 | 11469.90239625 |
Cboe BXNT Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 11406.74 | 11425 | 332.80221663260494 | 11472.001278100928 |
Cboe BXNH Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 11406.74 | 11425 | 332.80221663260494 | 11472.001278100928 |
Cboe BXN Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 11406.74 | 11425 | 332.80221663260494 | 11472.001278100928 |
Cboe BXMU Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 3919.53 | 3920 | 87.6147479375 | 4116.03625 |
Cboe BXMH Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 3919.53 | 3920 | 89.48757567418822 | 3932.2787493120527 |
Cboe BXM Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 3919.53 | 3920 | 89.48757567418822 | 3932.2787493120527 |
Cboe BXDE Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 330.83 | 335 | 4.05 | 331.43 |
Cboe BXD Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 330.83 | 335 | 3.95 | 331.21 |
Cboe BXRH Index Roll Information - January 20, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 1846.4511 | 1850 | 47.184 | 1851.0571400000001 |
Cboe BXRT Index Roll Information - January 19, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP RUT Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1/19/2023 | 1/20/2023 | 1836.5698 | 15.3 |
Cboe BXNT Index Roll Information - January 19, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 1/19/2023 | 1/20/2023 | 11350.211622799665 | 98.77072925398156 |
Cboe BXNH Index Roll Information - January 19, 2023
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 1/19/2023 | 1/20/2023 | 11350.211622799665 | 98.77072925398156 |
Cboe BXLVH Index Roll Information - January 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 133.19572936941 | 133 | 2.9791 |
Cboe BXLKH Index Roll Information - January 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 127.748001979753 | 128 | 4.1335 |
Cboe BXLFH Index Roll Information - January 19, 2023
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 34.6835206445373 | 35 | 0.7925 |