Benchmark Index Roll Information
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 |