Benchmark Index Roll Information

Cboe SPBNQ Index Roll Information - September 30, 2024

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 5997.11772 5588.0924 5069.6096

Cboe SPBFQ Index Roll Information - September 30, 2024

Index Name New Written Call Strike New Purchased Put Strike New Written Put Strike
SPBFQ Cboe S&P 500 Quarterly 5% Buffer Protect Index 5998.51672 5760.92 5472.874

Cboe PWT Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index5686.59568567.131666666666670.51316773980041541M 4.69 3M 5.09

Cboe PUTR Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index2240.5451224047.41M 4.69

Cboe PUT Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index5686.59568566.108333333333330.52155292842680581M 4.69 3M 5.09

Cboe PPUT3M Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
PPUT3MCboe S&P 500 Tail Risk Index5704.44512040.45695.1575

Cboe CLL3M Index Roll Information - September 20, 2024

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL3MCboe S&P 500 3-Month Collar 95-110 Index5686.595405627570.0777777777777710.15694.836666666666

Cboe CLL1M Index Roll Information - September 20, 2024

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index5686.595405569017.8111111111111193.278375022174915698.746821004081

Cboe BXY Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index5686.59580533.35692.14

Cboe BXRT Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2240.54512320212237.3035

Cboe BXRH Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index2240.5451224549.771386138613862236.989735224676

Cboe BXR Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index2240.5451224549.771386138613862236.989735224676

Cboe BXNTU Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index19709.5078919725437.9560729999999519768.506801250005

Cboe BXNT Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index19709.5078919725448.047720105124819762.315923136222

Cboe BXNH Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index19709.5078919725448.047720105124819762.315923136222

Cboe BXN Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index19709.5078919725448.047720105124819762.315923136222

Cboe BXMU Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT5686.59569092.199615375000016100.2525000000005

Cboe BXMH Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index5686.59569093.278375022174915698.746821004081

Cboe BXM Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index5686.59569093.278375022174915698.746821004081

Cboe BXESG Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index502.835057.1504.01

Cboe BXDEH Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index TWAP
BXDEHCboe DJIA Half BuyWrite Index419.54206.328322147651007420.80966666666666

Cboe BXDE Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index419.54206.328322147651007420.2068187919463

Cboe BXD Index Roll Information - September 20, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index419.54205.967139479905438419.3989361702128

Cboe BXRT Index Roll Information - September 19, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index9/19/20249/20/20242249.895732.4

Cboe BXQD Index Roll Information - September 19, 2024

Index Name REFERENCE VWAP New Option Strike
BXQDCboe QDIV ATM BuyWrite Index36.14536.0

Cboe BXPX Index Roll Information - September 19, 2024

Index Name REFERENCE VWAP New Option Strike
BXPXCboe MLPX ATM BuyWrite Index54.2372853185595654.0

Cboe BXNT Index Roll Information - September 19, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index9/19/20249/20/202419888.161735943573449.86977952167416

Cboe BXNH Index Roll Information - September 19, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index9/19/20249/20/202419888.161735943573449.86977952167416

Cboe BXEMG Index Roll Information - September 19, 2024

Index Name REFERENCE VWAP New Option Strike
BXEMGCboe MSCI Emerging Markets IMI BuyWrite Index54.990759741752355.0

Cboe BXLFH Index Roll Information - September 19, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 45.6115087249545 46 0.6458

Cboe BXLKH Index Roll Information - September 19, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 224.64841115454 225 5.7452

Cboe BXLVH Index Roll Information - September 19, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 155.745390403656 156 2.1773

Cboe BXWBW Index Roll Information - September 18, 2024

Index Name New Option Strike Price
BXWBWCboe FTSE Russell IWM 2% OTM BuyWrite Index2250.0

Cboe BXVBW Index Roll Information - September 18, 2024

Index Name New Option Strike Price
BXVBWCboe S&P 500 Enhanced 1% OTM BuyWrite Index5675.0

Cboe PWT Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index5534.28553069.410444444444480.51922583226763191M 5.26 3M 5.09

Cboe PUTR Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index2134.6925213047.81M 5.26

Cboe PUT Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index5534.28553068.20.52780649260953451M 5.26 3M 5.09

Cboe CLL1M Index Roll Information - August 16, 2024

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index5534.285260553518.77128712871287107.522982216142275550.802200752394

Cboe BXY Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index5534.28564545.95546.09

Cboe BXRT Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2134.6925222025.12137.3925

Cboe BXRH Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index2134.6925213561.9343975100044452138.9801945309027

Cboe BXR Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index2134.6925213561.9343975100044452138.9801945309027

Cboe BXNTU Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index19429.9865419450513.5857317519519.689182500002

Cboe BXNT Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index19429.9865419450521.073247581354519504.247923236588

Cboe BXNH Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index19429.9865419450521.073247581354519504.247923236588

Cboe BXN Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index19429.9865419450521.073247581354519504.247923236588

Cboe BXMU Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT5534.285535106.5541465934.90125

Cboe BXMH Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index5534.285535107.522982216142275550.802200752394

Cboe BXM Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index5534.285535107.522982216142275550.802200752394

Cboe BXESG Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index491.864958.1494.2

Cboe BXDEH Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index TWAP
BXDEHCboe DJIA Half BuyWrite Index405.24104.1198628257887515406.6916666666666

Cboe BXDE Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index405.24104.1198628257887515406.29071330589846

Cboe BXD Index Roll Information - August 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index405.24103.878695652173913405.7456884057971

Cboe BXRT Index Roll Information - August 15, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index8/15/20248/16/20242135.69960.1

Cboe BXQD Index Roll Information - August 15, 2024

Index Name REFERENCE VWAP New Option Strike
BXQDCboe QDIV ATM BuyWrite Index34.63535.0

Cboe BXPX Index Roll Information - August 15, 2024

Index Name REFERENCE VWAP New Option Strike
BXPXCboe MLPX ATM BuyWrite Index52.313630573248452.0

Cboe BXNT Index Roll Information - August 15, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index8/15/20248/16/202419473.61167971444213.016978629329403

Cboe BXNH Index Roll Information - August 15, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index8/15/20248/16/202419473.61167971444213.016978629329403

Cboe BXEMG Index Roll Information - August 15, 2024

Index Name REFERENCE VWAP New Option Strike
BXEMGCboe MSCI Emerging Markets IMI BuyWrite Index53.80975410185959654.0

Cboe BXLVH Index Roll Information - August 15, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 152.223219542169 152 2.9202

Cboe BXLKH Index Roll Information - August 15, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 220.32720785169 220 8.0589

Cboe BXLFH Index Roll Information - August 15, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 43.4928080903105 43 1.2125

Cboe BXWBW Index Roll Information - August 14, 2024

Index Name New Option Strike Price
BXWBWCboe FTSE Russell IWM 2% OTM BuyWrite Index2125.0

Cboe BXVBW Index Roll Information - August 14, 2024

Index Name New Option Strike Price
BXVBWCboe S&P 500 Enhanced 1% OTM BuyWrite Index5510.0

Cboe PWT Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index5529.31552576.854944444444290.51059067352761051M 5.27 3M 5.25

Cboe PUTR Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index2189.1338218547.41M 5.27

Cboe PUT Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index5529.31552575.442857142857150.51914426479804021M 5.27 3M 5.25

Cboe CLL1M Index Roll Information - July 19, 2024

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index5529.315255553020.08253968253968284.480897202449925514.314490978315

Cboe BXY Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index5529.31564036.85527.6

Cboe BXRT Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2189.1338227524.52188.2289

Cboe BXRH Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index2189.1338219057.150585213722252187.6725985140342

Cboe BXR Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index2189.1338219057.150585213722252187.6725985140342

Cboe BXNTU Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index19648.736619650403.431222519559.407775

Cboe BXNT Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index19648.736619650413.390014662756619533.507171214915

Cboe BXNH Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index19648.736619650413.390014662756619533.507171214915

Cboe BXN Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index19648.736619650413.390014662756619533.507171214915

Cboe BXMU Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT5529.31553082.2895461255888.481250000001

Cboe BXMH Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index5529.31553084.480897202449925514.314490978315

Cboe BXM Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index5529.31553084.480897202449925514.314490978315

Cboe BXESG Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index4944955.9491.69

Cboe BXDEH Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index TWAP
BXDEHCboe DJIA Half BuyWrite Index403.714055.344354838709678402.7536666666666

Cboe BXDE Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index403.714055.344354838709678402.9262945670628

Cboe BXD Index Roll Information - July 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index403.714055.1045454545454545402.5767588932806

Cboe BXRT Index Roll Information - July 18, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index7/18/20247/19/20242198.3495128.1

Cboe BXQD Index Roll Information - July 18, 2024

Index Name REFERENCE VWAP New Option Strike
BXQDCboe QDIV ATM BuyWrite Index34.8135.0

Cboe BXPX Index Roll Information - July 18, 2024

Index Name REFERENCE VWAP New Option Strike
BXPXCboe MLPX ATM BuyWrite Index52.9600000000000153.0

Cboe BXNT Index Roll Information - July 18, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index7/18/20247/19/202419661.4237227314446.6013419398675

Cboe BXNH Index Roll Information - July 18, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index7/18/20247/19/202419661.4237227314446.6013419398675

Cboe BXEMG Index Roll Information - July 18, 2024

Index Name REFERENCE VWAP New Option Strike
BXEMGCboe MSCI Emerging Markets IMI BuyWrite Index54.3879695693416854.0

Cboe BXLVH Index Roll Information - July 18, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 148.425747522339 148 2.5055

Cboe BXLKH Index Roll Information - July 18, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 223.545660024082 225 5.4963

Cboe BXLFH Index Roll Information - July 18, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 43.5872998011274 44 0.5696

Cboe BXWBW Index Roll Information - July 17, 2024

Index Name New Option Strike Price
BXWBWCboe FTSE Russell IWM 2% OTM BuyWrite Index2285.0

Cboe BXVBW Index Roll Information - July 17, 2024

Index Name New Option Strike Price
BXVBWCboe S&P 500 Enhanced 1% OTM BuyWrite Index5645.0

Cboe SPBNQ Index Roll Information - June 28, 2024

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 5684.94456 5295.3852 4804.0608

Cboe SPBFQ Index Roll Information - June 28, 2024

Index Name New Written Call Strike New Purchased Put Strike New Written Put Strike
SPBFQ Cboe S&P 500 Quarterly 5% Buffer Protect Index 5654.68218 5459.16 5186.202

Cboe PWT Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index5470.37547055.5685000000000140.50643506872749161M 5.22 3M 5.25

Cboe PUTR Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index2017.17862015341M 5.22

Cboe PUT Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index5470.37547051.90.51505305999888831M 5.22 3M 5.25

Cboe PPUT3M Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
PPUT3MCboe S&P 500 Tail Risk Index5462.55492522.9255471.25

Cboe CLL3M Index Roll Information - June 21, 2024

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL3MCboe S&P 500 3-Month Collar 95-110 Index5470.375200602546.256.23333333333333255468.9366666666665

Cboe CLL1M Index Roll Information - June 21, 2024

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index5470.37520054759.76518518518518574.240337679705795470.462398863257

Cboe BXY Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index5470.37558027.65477.13

Cboe BXRT Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2017.1786208016.22017.3987

Cboe BXRH Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index2017.1786202040.6235781544256162016.991395386064

Cboe BXR Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index2017.1786202040.6235781544256162016.991395386064

Cboe BXNTU Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index19739.1429219750359.3768407500000419753.005332499997

Cboe BXNT Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index19739.1429219750372.819735664037519752.667256567896

Cboe BXNH Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index19739.1429219750372.819735664037519752.667256567896

Cboe BXN Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index19739.1429219750372.819735664037519752.667256567896

Cboe BXMU Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT5470.37547571.93552918755837.629999999999

Cboe BXMH Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index5470.37547574.240337679705795470.462398863257

Cboe BXM Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index5470.37547574.240337679705795470.462398863257

Cboe BXESG Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index487.424905486.76

Cboe BXDEH Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index TWAP
BXDEHCboe DJIA Half BuyWrite Index391.783953.494513826940232391.5576666666667

Cboe BXDE Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index391.783953.494513826940232391.27394290811776

Cboe BXD Index Roll Information - June 21, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index391.783953.4212078651685394391.06654494382025

Cboe BXRT Index Roll Information - June 20, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index6/20/20246/21/20242017.20728.6

Cboe BXQD Index Roll Information - June 20, 2024

Index Name REFERENCE VWAP New Option Strike
BXQDCboe QDIV ATM BuyWrite Index33.38533.0

Cboe BXPX Index Roll Information - June 20, 2024

Index Name REFERENCE VWAP New Option Strike
BXPXCboe MLPX ATM BuyWrite Index49.91816374501992550.0

Cboe BXNT Index Roll Information - June 20, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index6/20/20246/21/202419758.5831881644881169.3098907689011

Cboe BXNH Index Roll Information - June 20, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index6/20/20246/21/202419758.5831881644881169.3098907689011

Cboe BXEMG Index Roll Information - June 20, 2024

Index Name REFERENCE VWAP New Option Strike
BXEMGCboe MSCI Emerging Markets IMI BuyWrite Index53.670408914628554.0

Cboe BXLVH Index Roll Information - June 20, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 146.09928699631 146 1.9122

Cboe BXLKH Index Roll Information - June 20, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 229.260595967443 230 4.7886

Cboe BXLFH Index Roll Information - June 20, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 41.3393534023291 41 0.962

Cboe BXWBW Index Roll Information - June 18, 2024

Index Name New Option Strike Price
BXWBWCboe FTSE Russell IWM 2% OTM BuyWrite Index2065.0

Cboe BXVBW Index Roll Information - June 18, 2024

Index Name New Option Strike Price
BXVBWCboe S&P 500 Enhanced 1% OTM BuyWrite Index5540.0

Cboe PWT Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index5301.43530058.518944444444470.51522550518682711M 5.27 3M 5.25

Cboe PUTR Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index2098.8263209537.21M 5.27

Cboe PUT Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index5301.43530059.060.52434957212915961M 5.27 3M 5.25

Cboe CLL1M Index Roll Information - May 17, 2024

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index5301.435040530511.15970149253731273.839269911504435296.717580594184

Cboe BXY Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index5301.43541028.45298.43

Cboe BXRT Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2098.8263216020.62096.8725

Cboe BXRH Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index2098.8263210045.116118735083532096.2064188544155

Cboe BXR Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index2098.8263210045.116118735083532096.2064188544155

Cboe BXNTU Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index18575.6284918600328.33732918548.06729

Cboe BXNT Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index18575.6284918600343.04060702875418545.743085577076

Cboe BXNH Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index18575.6284918600343.04060702875418545.743085577076

Cboe BXN Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index18575.6284918600343.04060702875418545.743085577076

Cboe BXMU Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT5301.43530571.601640187500015645.577499999999

Cboe BXMH Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index5301.43530573.839269911504435296.717580594184

Cboe BXM Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index5301.43530573.839269911504435296.717580594184

Cboe BXESG Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index469.614705.9469.27

Cboe BXDEH Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index TWAP
BXDEHCboe DJIA Half BuyWrite Index399.144004.65640625399.8023333333333

Cboe BXDE Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index399.144004.65640625399.0833035714286

Cboe BXD Index Roll Information - May 17, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index399.144004.555555555555556398.87555555555554

Cboe BXRT Index Roll Information - May 16, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index5/16/20245/17/20242095.819781.8

Cboe BXQD Index Roll Information - May 16, 2024

Index Name REFERENCE VWAP New Option Strike
BXQDCboe QDIV ATM BuyWrite Index33.93534.0

Cboe BXPX Index Roll Information - May 16, 2024

Index Name REFERENCE VWAP New Option Strike
BXPXCboe MLPX ATM BuyWrite Index50.050.0

Cboe BXNT Index Roll Information - May 16, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index5/16/20245/17/202418593.404150750051346.3995531617793

Cboe BXNH Index Roll Information - May 16, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index5/16/20245/17/202418593.404150750051346.3995531617793

Cboe BXEMG Index Roll Information - May 16, 2024

Index Name REFERENCE VWAP New Option Strike
BXEMGCboe MSCI Emerging Markets IMI BuyWrite Index54.6899848693581455.0

Cboe BXLVH Index Roll Information - May 16, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 146.169423245466 146 2.2533

Cboe BXLKH Index Roll Information - May 16, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 213.43706126243 215 3.7278

Cboe BXLFH Index Roll Information - May 16, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 42.3578321684665 42 0.9093

Cboe BXWBW Index Roll Information - May 15, 2024

Index Name New Option Strike Price
BXWBWCboe FTSE Russell IWM 2% OTM BuyWrite Index2150.0

Cboe BXVBW Index Roll Information - May 15, 2024

Index Name New Option Strike Price
BXVBWCboe S&P 500 Enhanced 1% OTM BuyWrite Index5360.0

Cboe PWT Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index5000.74500082.991888888888810.53730989560638941M 5.28 3M 5.23

Cboe PUTR Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1948.7493194544.41M 5.28

Cboe PUT Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index5000.74500083.686910994764430.54676831193149921M 5.28 3M 5.23

Cboe CLL1M Index Roll Information - April 19, 2024

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index5000.744755500525.64078947368420885.464817652467054983.1411798958015

Cboe BXY Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index5000.74510542.44991.91

Cboe BXRT Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1948.74932020211948.3169

Cboe BXRH Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index1948.7493195049.371063694267511944.5528199363057

Cboe BXR Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1948.7493195049.371063694267511944.5528199363057

Cboe BXNTU Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index17244.643417250344.4082229999999617123.628021250002

Cboe BXNT Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index17244.643417250364.4259131971720617128.020816861743

Cboe BXNH Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index17244.643417250364.4259131971720617128.020816861743

Cboe BXN Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index17244.643417250364.4259131971720617128.020816861743

Cboe BXMU Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT5000.74500582.52427655303.425000000001

Cboe BXMH Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index5000.74500585.464817652467054983.1411798958015

Cboe BXM Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index5000.74500585.464817652467054983.1411798958015

Cboe BXESG Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index441.064455.3439.21

Cboe BXDEH Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index TWAP
BXDEHCboe DJIA Half BuyWrite Index379.443805.978029622980252379.5330000000001

Cboe BXDE Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index379.443805.978029622980252379.31011220825854

Cboe BXD Index Roll Information - April 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index379.443806.009712230215827379.4309352517986

Cboe BXRT Index Roll Information - April 18, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index4/18/20244/19/20241943.08830.1

Cboe BXQD Index Roll Information - April 18, 2024

Index Name REFERENCE VWAP New Option Strike
BXQDCboe QDIV ATM BuyWrite Index32.70533.0

Cboe BXPX Index Roll Information - April 18, 2024

Index Name REFERENCE VWAP New Option Strike
BXPXCboe MLPX ATM BuyWrite Index47.55548.0

Cboe BXNT Index Roll Information - April 18, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index4/18/20244/19/202417407.7881192778480.5846266829865361

Cboe BXNH Index Roll Information - April 18, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index4/18/20244/19/202417407.7881192778480.5846266829865361

Cboe BXEMG Index Roll Information - April 18, 2024

Index Name REFERENCE VWAP New Option Strike
BXEMGCboe MSCI Emerging Markets IMI BuyWrite Index50.2607358376511250.0

Cboe BXLVH Index Roll Information - April 18, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 138.514027980805 139 2.2312

Cboe BXLKH Index Roll Information - April 18, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 197.310105229157 197 5.2025

Cboe BXLFH Index Roll Information - April 18, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 39.9261665653472 40 0.743

Cboe BXWBW Index Roll Information - April 17, 2024

Index Name New Option Strike Price
BXWBWCboe FTSE Russell IWM 2% OTM BuyWrite Index1985.0

Cboe BXVBW Index Roll Information - April 17, 2024

Index Name New Option Strike Price
BXVBWCboe S&P 500 Enhanced 1% OTM BuyWrite Index5070.0

Cboe SPBNQ Index Roll Information - March 28, 2024

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 5487.0574 5097.932 4624.928

Cboe SPBFQ Index Roll Information - March 28, 2024

Index Name New Written Call Strike New Purchased Put Strike New Written Put Strike
SPBFQ Cboe S&P 500 Quarterly 5% Buffer Protect Index 5443.2398 5255.6 4992.82

Cboe PWT Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index5130.93513069.810333333333260.52492518908684171M 5.29 3M 5.23

Cboe PUTR Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index2039.9447203543.91M 5.29

Cboe PUT Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index5130.93513069.821359223300970.53408977269850771M 5.29 3M 5.23

Cboe PPUT3M Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
PPUT3MCboe S&P 500 Tail Risk Index5113.34462028.625114.092000000001

Cboe CLL3M Index Roll Information - March 15, 2024

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL3MCboe S&P 500 3-Month Collar 95-110 Index5130.934875565055.1259.3500000000000015112.55

Cboe CLL1M Index Roll Information - March 15, 2024

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index5130.934875513518.41621621621621780.415014254038655113.969303135888

Cboe BXY Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index5130.93523536.15117.4

Cboe BXRT Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2039.9447211522.62037.2708

Cboe BXRH Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index2039.9447204051.948991725406072035.2422453723566

Cboe BXR Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index2039.9447204051.948991725406072035.2422453723566

Cboe BXNTU Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index17879.0790817900370.4708217517800.88138375

Cboe BXNT Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index17879.0790817900386.227215215215217805.55682656056

Cboe BXNH Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index17879.0790817900386.227215215215217805.55682656056

Cboe BXN Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index17879.0790817900386.227215215215217805.55682656056

Cboe BXMU Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT5130.93513577.6517758755439.058749999999

Cboe BXMH Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index5130.93513580.415014254038655113.969303135888

Cboe BXM Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index5130.93513580.415014254038655113.969303135888

Cboe BXESG Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index452.674555.6451.09

Cboe BXDEH Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index TWAP
BXDEHCboe DJIA Half BuyWrite Index388.473903.8129667863554757387.01933333333335

Cboe BXDE Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index388.473903.8129667863554757387.1375718132855

Cboe BXD Index Roll Information - March 15, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index388.473904.149633027522936387.8606422018349

Cboe BXRT Index Roll Information - March 14, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index3/14/20243/15/20242031.32120.1

Cboe BXNT Index Roll Information - March 14, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index3/14/20243/15/202417995.474924169397263.3195683060109

Cboe BXNH Index Roll Information - March 14, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index3/14/20243/15/202417995.474924169397263.3195683060109

Cboe BXEMG Index Roll Information - March 14, 2024

Index Name REFERENCE VWAP New Option Strike
BXEMGCboe MSCI Emerging Markets IMI BuyWrite Index51.4909294709138151.0

Cboe BXLVH Index Roll Information - March 14, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 145.395245536624 145 2.5035

Cboe BXLKH Index Roll Information - March 14, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 208.629012870449 210 5.0174

Cboe BXLFH Index Roll Information - March 14, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 40.8294323678725 41 0.6314

Cboe BXWBW Index Roll Information - March 13, 2024

Index Name New Option Strike Price
BXWBWCboe FTSE Russell IWM 2% OTM BuyWrite Index2115.0

Cboe BXVBW Index Roll Information - March 13, 2024

Index Name New Option Strike Price
BXVBWCboe S&P 500 Enhanced 1% OTM BuyWrite Index5215.0

Cboe PWT Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index5019.94501548.064500000000080.52691349135861541M 5.28 3M 5.23

Cboe PUTR Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index2041.19162040441M 5.28

Cboe PUT Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index5019.94501548.2200000000000060.53611161413525021M 5.28 3M 5.23

Cboe CLL1M Index Roll Information - February 16, 2024

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index5019.944770502010.1702702702702775.545864541832675028.8007187251

Cboe BXY Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index5019.94512527.75030.27

Cboe BXRT Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2041.1916212023.82048.5327

Cboe BXRH Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index2041.1916205051.612621487119442047.4390133050351

Cboe BXR Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index2041.1916205051.612621487119442047.4390133050351

Cboe BXNTU Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index17746.5509417750363.5204762500000617795.6678375

Cboe BXNT Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index17746.5509417750374.8357131537242717787.914189453248

Cboe BXNH Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index17746.5509417750374.8357131537242717787.914189453248

Cboe BXN Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index17746.5509417750374.8357131537242717787.914189453248

Cboe BXMU Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT5019.94502073.79579643755344.29375

Cboe BXMH Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index5019.94502075.545864541832675028.8007187251

Cboe BXM Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index5019.94502075.545864541832675028.8007187251

Cboe BXESG Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index442.954455.2443.51

Cboe BXDEH Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index TWAP
BXDEHCboe DJIA Half BuyWrite Index386.923903.4680009066183137386.4046666666666

Cboe BXDE Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index386.923903.4680009066183137387.48446509519493

Cboe BXD Index Roll Information - February 16, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index386.923903.483530534351145387.5174045801527

Cboe BXRT Index Roll Information - February 15, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index2/15/20242/16/20242061.122381.7

Cboe BXNT Index Roll Information - February 15, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index2/15/20242/16/202417829.544174336235743.4467211658077

Cboe BXNH Index Roll Information - February 15, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index2/15/20242/16/202417829.544174336235743.4467211658077

Cboe BXEMG Index Roll Information - February 15, 2024

Index Name REFERENCE VWAP New Option Strike
BXEMGCboe MSCI Emerging Markets IMI BuyWrite Index50.0833597122302250.0

Cboe BXLVH Index Roll Information - February 15, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 144.760342809963 145 2.1367

Cboe BXLKH Index Roll Information - February 15, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 203.774075562126 205 4.0751

Cboe BXLFH Index Roll Information - February 15, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 39.5975739547231 40 0.55

Cboe BXWBW Index Roll Information - February 14, 2024

Index Name New Option Strike Price
BXWBWCboe FTSE Russell IWM 2% OTM BuyWrite Index2050.0

Cboe BXVBW Index Roll Information - February 14, 2024

Index Name New Option Strike Price
BXVBWCboe S&P 500 Enhanced 1% OTM BuyWrite Index5050.0

Cboe PWT Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PWTCboe S&P 500 PWT Index4798.58479550.991611111111140.54355511574930711M 5.26 3M 5.25

Cboe PUTR Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceTBill Discount Rates
PUTRCboe Russell 2000 PUTR Index1917.8376191538.31M 5.26

Cboe PUT Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceNumber of Puts SoldTBill Discount Rates
PUTCboe S&P 500 PUT Index4798.58479550.848113207547180.55302635896265561M 5.26 3M 5.25

Cboe CLL1M Index Roll Information - January 19, 2024

IndexNameReference PriceNew Put Strike PriceNew Call Strike PriceNew Put VWAP PriceNew Call VWAP PriceUnderlying Index VWAP
CLL1MCboe S&P 500 Risk Managed Income Index4798.58456048009.54246575342465874.741202410701164809.165665147729

Cboe BXY Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXYCboe S&P 500 2% OTM BuyWrite Index4798.58489525.14798.66

Cboe BXRT Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1917.8376198517.71916.2012

Cboe BXRH Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRHCboe Russell 2000 Half BuyWrite Index1917.8376192046.0061484098939961919.8127301712423

Cboe BXR Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXRCboe Russell 2000 BuyWrite Index1917.8376192046.0061484098939961919.8127301712423

Cboe BXNTU Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXNTUCboe NASDAQ-100 BuyWrite V2 UCITS Index17099.3819117100363.356031517166.8506325

Cboe BXNT Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNTCboe NASDAQ-100 BuyWrite V2 Index17099.3819117100367.968868569131817149.698720192926

Cboe BXNH Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index17099.3819117100367.968868569131817149.698720192926

Cboe BXN Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXNCboe NASDAQ-100 BuyWrite Index17099.3819117100367.968868569131817149.698720192926

Cboe BXMU Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option TWAP PriceUnderlying Index TWAP
BXMUCboe S&P 500 BuyWrite 15% WHT4798.58480074.27918843755107.2775

Cboe BXMH Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMHCboe S&P 500 Half BuyWrite Index4798.58480074.741202410701164809.165665147729

Cboe BXM Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXMCboe S&P 500 BuyWrite Index4798.58480074.741202410701164809.165665147729

Cboe BXESG Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option Bid PriceUnderlying Index Roll Price
BXESGCboe S&P 500 ESG BuyWrite Index425.244304.4427.55

Cboe BXDEH Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index TWAP
BXDEHCboe DJIA Half BuyWrite Index375.953802.9671880492091387378.4873333333334

Cboe BXDE Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDEDJIA Cboe BuyWrite V2 Index375.953802.9671880492091387376.5435632688928

Cboe BXD Index Roll Information - January 19, 2024

IndexNameReference PriceNew Option Strike PriceNew Option VWAP PriceUnderlying Index VWAP
BXDCboe DJIA BuyWrite Index375.953802.7141831238779175375.9621723518851

Cboe BXRT Index Roll Information - January 18, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP RUT Rebalance 1Old Call VWAP Rebalance 1
BXRTCboe Russell 2000 30-Delta BuyWrite V2 Index1/18/20241/19/20241923.6480.1

Cboe BXNT Index Roll Information - January 18, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNTCboe NASDAQ-100 BuyWrite V2 Index1/18/20241/19/202416956.523436361545315.6954302407932

Cboe BXNH Index Roll Information - January 18, 2024

IndexNameRebalance Date 1Rebalance Date 2VWAP NDX Rebalance 1Old Call VWAP Rebalance 1
BXNHCboe NASDAQ-100 Half BuyWrite V2 Index1/18/20241/19/202416956.523436361545315.6954302407932

Cboe BXEMG Index Roll Information - January 18, 2024

Index Name REFERENCE VWAP New Option Strike
BXEMGCboe MSCI Emerging Markets IMI BuyWrite Index47.7913286640471548.0

Cboe BXLFH Index Roll Information - January 18, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLFH Cboe S&P Financial Select Sector Half BuyWrite Index 37.0201383697881 37 0.7697

Cboe BXLKH Index Roll Information - January 18, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLKH Cboe S&P Technology Select Sector Half BuyWrite Index 194.457479611448 194 4.7047

Cboe BXLVH Index Roll Information - January 18, 2024

Index Name Reference Price New Option Strike Price New Option VWAP Price
BXLVH Cboe S&P Health Care Select Sector Half BuyWrite Index 138.226453564487 138 2.6852

Cboe BXWBW Index Roll Information - January 17, 2024

Index Name New Option Strike Price
BXWBWCboe FTSE Russell IWM 2% OTM BuyWrite Index1950.0

Cboe BXVBW Index Roll Information - January 17, 2024

Index Name New Option Strike Price
BXVBWCboe S&P 500 Enhanced 1% OTM BuyWrite Index4785.0