Benchmark Index Roll Information
Cboe PWT Index Roll Information - April 17, 2025
| 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 | 5267.21 | 5265 | 141.50416666666632 | 0.5488498826229018 | 1M 4.23 3M 4.21 |
Cboe PUTR Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1861.3089 | 1860 | 58.9 | 1M 4.23 |
Cboe PUT Index Roll Information - April 17, 2025
| 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 | 5267.21 | 5265 | 145.2 | 0.5585589019411201 | 1M 4.23 3M 4.21 |
Cboe CLL1M Index Roll Information - April 17, 2025
| 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 | 5267.21 | 5005 | 5270 | 69.00686274509803 | 182.8432777232581 | 5298.99743025375 |
Cboe BXY Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 5267.21 | 5375 | 114.8 | 5284.3 |
Cboe BXRT Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1861.3089 | 1950 | 28.1 | 1869.3018 |
Cboe BXRH Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 1861.3089 | 1865 | 73.43825407608695 | 1875.7180556046196 |
Cboe BXR Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1861.3089 | 1865 | 73.43825407608695 | 1875.7187283967392 |
Cboe BXNTU Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 18184.29852 | 18200 | 688.45230975 | 18275.90719 |
Cboe BXNT Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 18184.29852 | 18200 | 709.5644830040932 | 18281.366156173695 |
Cboe BXNH Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 18184.29852 | 18200 | 709.5644830040932 | 18281.366156173695 |
Cboe BXN Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 18184.29852 | 18200 | 709.5644830040932 | 18281.366156173695 |
Cboe BXMU Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 5267.21 | 5270 | 179.5170044375 | 5706.66 |
Cboe BXMH Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 5267.21 | 5270 | 182.8432777232581 | 5298.99743025375 |
Cboe BXM Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 5267.21 | 5270 | 182.8432777232581 | 5298.995288097574 |
Cboe BXESG Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 Scored & Screened BuyWrite Index | 457.22 | 460 | 13.3 | 459.73 |
Cboe BXDEH Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 0 | 395 | 8.842456896551724 | 0 |
Cboe BXDE Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 390.03 | 395 | 8.842456896551724 | 392.69463977832515 |
Cboe BXD Index Roll Information - April 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 390.03 | 395 | 8.532222222222222 | 391.88744444444444 |
Cboe BXRT Index Roll Information - April 16, 2025
| 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 | 4/16/2025 | 4/17/2025 | 1863.6096461538464 | 0.1 |
Cboe BXQD Index Roll Information - April 16, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXQD | Cboe QDIV ATM BuyWrite Index | 32.34 | 32.0 |
Cboe BXPX Index Roll Information - April 16, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXPX | Cboe MLPX ATM BuyWrite Index | 60.3539 | 60.0 |
Cboe BXNT Index Roll Information - April 16, 2025
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 4/16/2025 | 4/17/2025 | 18247.449186095113 | 1.7250610820244328 |
Cboe BXNH Index Roll Information - April 16, 2025
| 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 | 4/16/2025 | 4/17/2025 | 18247.449186095113 | 1.7250610820244328 |
Cboe BXLVH Index Roll Information - April 16, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option Vwap Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 137.5647118045112 | 138.0 | 2.809 |
Cboe BXLKH Index Roll Information - April 16, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option Vwap Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 195.4136030340178 | 195.0 | 7.2518 |
Cboe BXLFH Index Roll Information - April 16, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option Vwap Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 46.992526280751534 | 47.0 | 1.3187 |
Cboe BXGBTCT Index Roll Information - April 16, 2025
| Index | Name | Reference Price | New Call Strike | New SynCall Strike | New SynPut Strike |
|---|---|---|---|---|---|
| BXGBTCT | GBTC 20% OTM BuyWrite Index | 66.62 | 80 |
Cboe BXGBTCA Index Roll Information - April 16, 2025
| Index | Name | Reference Price | New Call Strike | New SynCall Strike | New SynPut Strike |
|---|---|---|---|---|---|
| BXGBTCA | GBTC ATM BuyWrite Index | 66.62 | 67 |
Cboe BXEMG Index Roll Information - April 16, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 51.924402613962386 | 52.0 |
Cboe BXWBW Index Roll Information - April 15, 2025
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 1935.0 |
Cboe BXVBW Index Roll Information - April 15, 2025
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 5450.0 |
Cboe SPBNQ Index Roll Information - March 31, 2025
| Index | Name | New Written Call Strike | New Purchased Put Strike | New Written Put Strike |
|---|---|---|---|---|
| SPBNQ | Cboe S&P 500 15% WHT Quarterly 9% Buffer Protect Index | 5848.6335 | 5442.9901 | 4937.9704 |
Cboe SPBFQ Index Roll Information - March 31, 2025
| Index | Name | New Written Call Strike | New Purchased Put Strike | New Written Put Strike |
|---|---|---|---|---|
| SPBFQ | Cboe S&P 500 15% WHT Quarterly 5% Buffer Protect Index | 5868.3235 | 5611.33 | 5330.7635 |
Cboe PWT Index Roll Information - March 21, 2025
| 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 | 5637.51 | 5635 | 109.00788888888884 | 0.5286879166787458 | 1M 4.22 3M 4.21 |
Cboe PUTR Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2050.1181 | 2050 | 50.9 | 1M 4.22 |
Cboe PUT Index Roll Information - March 21, 2025
| 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 | 5637.51 | 5635 | 110.1 | 0.5376507967463771 | 1M 4.22 3M 4.21 |
Cboe PPUT3M Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| PPUT3M | Cboe S&P 500 Tail Risk Index | 5643.67 | 5075 | 49.7 | 5636.355 |
Cboe CLL3M Index Roll Information - March 21, 2025
| 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 | 5637.51 | 5360 | 6210 | 91.85 | 13.692857142857143 | 5638.398571428571 |
Cboe CLL1M Index Roll Information - March 21, 2025
| 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 | 5637.51 | 5360 | 5640 | 31.39367088607595 | 115.69495586380833 | 5637.542966582598 |
Cboe BXY Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 5637.51 | 5755 | 50.2 | 5617.4 |
Cboe BXRT Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2050.1181 | 2125 | 20.1 | 2047.0153 |
Cboe BXRH Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 2050.1181 | 2055 | 53.223487140695916 | 2053.7434378214825 |
Cboe BXR Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2050.1181 | 2055 | 53.223487140695916 | 2053.7437398260213 |
Cboe BXNTU Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 19593.21087 | 19600 | 493.002567 | 19603.43158375 |
Cboe BXNT Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 19593.21087 | 19600 | 508.88307343071455 | 19600.74173179826 |
Cboe BXNH Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 19593.21087 | 19600 | 508.88307343071455 | 19600.74173179826 |
Cboe BXN Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 19593.21087 | 19600 | 508.88307343071455 | 19600.74173179826 |
Cboe BXMU Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 5637.51 | 5640 | 113.95475675000002 | 6068.21625 |
Cboe BXMH Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 5637.51 | 5640 | 115.69495586380833 | 5637.542966582598 |
Cboe BXM Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 5637.51 | 5640 | 115.69495586380833 | 5637.542019230769 |
Cboe BXESG Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 Scored & Screened BuyWrite Index | 489.58 | 490 | 9.3 | 490.2 |
Cboe BXDEH Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 417.24 | 420 | 6.420918704560475 | 418.87233333333336 |
Cboe BXDE Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 417.24 | 420 | 6.420918704560475 | 418.16074686054196 |
Cboe BXD Index Roll Information - March 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 417.24 | 420 | 5.860873605947956 | 416.7850929368029 |
Cboe BXRT Index Roll Information - March 20, 2025
| 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 | 3/20/2025 | 3/21/2025 | 2068.4108 | 0.1 |
Cboe BXQD Index Roll Information - March 20, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXQD | Cboe QDIV ATM BuyWrite Index | 35.045 | 35.0 |
Cboe BXPX Index Roll Information - March 20, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXPX | Cboe MLPX ATM BuyWrite Index | 64.10938023450586 | 64.0 |
Cboe BXNT Index Roll Information - March 20, 2025
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 3/20/2025 | 3/21/2025 | 19657.969393690037 | 0.08597785977859779 |
Cboe BXNH Index Roll Information - March 20, 2025
| 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 | 3/20/2025 | 3/21/2025 | 19657.969393690037 | 0.08597785977859779 |
Cboe BXLVH Index Roll Information - March 20, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option Vwap Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 147.0746311965076 | 147.0 | 2.0642 |
Cboe BXLKH Index Roll Information - March 20, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option Vwap Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 213.2997328909166 | 215.0 | 5.2197 |
Cboe BXLFH Index Roll Information - March 20, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option Vwap Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 49.69063576694618 | 50.0 | 0.8614 |
Cboe BXGBTCT Index Roll Information - March 20, 2025
| Index | Name | Reference Price | New Call Strike | New SynCall Strike | New SynPut Strike |
|---|---|---|---|---|---|
| BXGBTCT | GBTC 20% OTM BuyWrite Index | 66.5 | 80 |
Cboe BXGBTCA Index Roll Information - March 20, 2025
| Index | Name | Reference Price | New Call Strike | New SynCall Strike | New SynPut Strike |
|---|---|---|---|---|---|
| BXGBTCA | GBTC ATM BuyWrite Index | 66.5 | 67 |
Cboe BXEMG Index Roll Information - March 20, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 55.244959999999985 | 55.0 |
Cboe BXWBW Index Roll Information - March 19, 2025
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 2125.0 |
Cboe BXVBW Index Roll Information - March 19, 2025
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 5730.0 |
Cboe PWT Index Roll Information - February 21, 2025
| 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 | 6081.8 | 6080 | 73.96549999999992 | 0.5183672251136687 | 1M 4.25 3M 4.21 |
Cboe PUTR Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2234.8379 | 2230 | 43.12777777777777 | 1M 4.25 |
Cboe PUT Index Roll Information - February 21, 2025
| 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 | 6081.8 | 6080 | 74.3 | 0.5270506179300278 | 1M 4.25 3M 4.21 |
Cboe CLL1M Index Roll Information - February 21, 2025
| 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 | 6081.8 | 5780 | 6085 | 21.481333333333332 | 82.93226005238022 | 6066.516646125404 |
Cboe BXY Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 6081.8 | 6205 | 30.2 | 6081.99 |
Cboe BXRT Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2234.8379 | 2300 | 19.2 | 2232.4104 |
Cboe BXRH Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 2234.8379 | 2235 | 43.80382440971068 | 2223.288652311274 |
Cboe BXR Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2234.8379 | 2235 | 43.80382440971068 | 2223.2893225473895 |
Cboe BXNTU Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 21934.38531 | 21950 | 369.58977999999996 | 21833.523905 |
Cboe BXNT Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 21934.38531 | 21950 | 387.18610286206155 | 21842.046643621692 |
Cboe BXNH Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 21934.38531 | 21950 | 387.18610286206155 | 21842.046643621692 |
Cboe BXN Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 21934.38531 | 21950 | 387.18610286206155 | 21842.046643621692 |
Cboe BXMU Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 6081.8 | 6085 | 79.62617968750001 | 6518.5287499999995 |
Cboe BXMH Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 6081.8 | 6085 | 82.93226005238022 | 6066.516646125404 |
Cboe BXM Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 6081.8 | 6085 | 82.93226005238022 | 6066.513088892312 |
Cboe BXESG Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 Scored & Screened BuyWrite Index | 530.19 | 535 | 3.8 | 526.82 |
Cboe BXDEH Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 437.96 | 440 | 4.380715563506262 | 434.3763333333334 |
Cboe BXDE Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 437.96 | 440 | 4.380715563506262 | 437.0688729874777 |
Cboe BXD Index Roll Information - February 21, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 437.96 | 440 | 4.819614512471655 | 438.1465306122449 |
Cboe BXRT Index Roll Information - February 20, 2025
| 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 | 2/20/2025 | 2/21/2025 | 2261.877 | 0.15 |
Cboe BXQD Index Roll Information - February 20, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXQD | Cboe QDIV ATM BuyWrite Index | 35.36 | 35.0 |
Cboe BXPX Index Roll Information - February 20, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXPX | Cboe MLPX ATM BuyWrite Index | 62.479625 | 62.0 |
Cboe BXNT Index Roll Information - February 20, 2025
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 2/20/2025 | 2/21/2025 | 22026.834745636363 | 587.2255090909091 |
Cboe BXNH Index Roll Information - February 20, 2025
| 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 | 2/20/2025 | 2/21/2025 | 22026.834745636363 | 587.2255090909091 |
Cboe BXEMG Index Roll Information - February 20, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 55.567565900041394 | 56.0 |
Cboe BXLFH Index Roll Information - February 20, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 51.1267140048791 | 51 | 1.0929 |
Cboe BXLKH Index Roll Information - February 20, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 240.364763577154 | 240 | 6.243 |
Cboe BXLVH Index Roll Information - February 20, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 146.880842982867 | 147 | 2.1635 |
Cboe BXWBW Index Roll Information - February 19, 2025
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 2330.0 |
Cboe BXVBW Index Roll Information - February 19, 2025
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 6205.0 |
Cboe PWT Index Roll Information - January 17, 2025
| 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 | 6002.99 | 6000 | 79.24399999999984 | 0.5171622023939908 | 1M 4.24 3M 4.41 |
Cboe PUTR Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2282.9113 | 2280 | 48.3 | 1M 4.24 |
Cboe PUT Index Roll Information - January 17, 2025
| 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 | 6002.99 | 6000 | 79.3 | 0.5257960262834298 | 1M 4.24 3M 4.41 |
Cboe CLL1M Index Roll Information - January 17, 2025
| 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 | 6002.99 | 5705 | 6005 | 21.69722222222222 | 104.63460095497953 | 6009.089554911324 |
Cboe BXY Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 6002.99 | 6125 | 44.733333333333334 | 6009.863333333333 |
Cboe BXRT Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2282.9113 | 2360 | 21.4 | 2279.6098 |
Cboe BXRH Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 2282.9113 | 2285 | 52.88335368335368 | 2280.3624035002035 |
Cboe BXR Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2282.9113 | 2285 | 52.88335368335368 | 2280.3621492470493 |
Cboe BXNTU Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 21441.07977 | 21450 | 482.88204874999997 | 21465.293581249996 |
Cboe BXNT Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 21441.07977 | 21450 | 496.26483242753625 | 21461.92376175045 |
Cboe BXNH Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 21441.07977 | 21450 | 496.26483242753625 | 21461.92376175045 |
Cboe BXN Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 21441.07977 | 21450 | 496.26483242753625 | 21461.92376175045 |
Cboe BXMU Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 6002.99 | 6005 | 102.60375825 | 6453.62125 |
Cboe BXMH Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 6002.99 | 6005 | 104.63460095497953 | 6009.089554911324 |
Cboe BXM Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 6002.99 | 6005 | 104.63460095497953 | 6009.08906207367 |
Cboe BXESG Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 526.05 | 530 | 6.7 | 526.67 |
Cboe BXDEH Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 435.54 | 440 | 4.550195160031226 | 435.34899999999993 |
Cboe BXDE Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 435.54 | 440 | 4.550195160031226 | 436.08445745511324 |
Cboe BXD Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 435.54 | 440 | 4.524053452115813 | 436.00913140311803 |
Cboe BXRT Index Roll Information - January 16, 2025
| 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 | 1/16/2025 | 1/17/2025 | 2266.9687 | 0.15 |
Cboe BXQD Index Roll Information - January 16, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXQD | Cboe QDIV ATM BuyWrite Index | 35.095 | 35.0 |
Cboe BXPX Index Roll Information - January 16, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXPX | Cboe MLPX ATM BuyWrite Index | 65.25964 | 65.0 |
Cboe BXNT Index Roll Information - January 16, 2025
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 1/16/2025 | 1/17/2025 | 21182.458990984782 | 34.04868397493286 |
Cboe BXNH Index Roll Information - January 16, 2025
| 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 | 1/16/2025 | 1/17/2025 | 21182.458990984782 | 34.04868397493286 |
Cboe BXEMG Index Roll Information - January 16, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 52.08845914905076 | 52.0 |
Cboe BXLVH Index Roll Information - January 16, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 140.907304461488 | 141 | 2.4998 |
Cboe BXLKH Index Roll Information - January 16, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 232.580737907669 | 235 | 4.3937 |
Cboe BXLFH Index Roll Information - January 16, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 49.635275897787 | 50 | 0.8138 |
Cboe BXWBW Index Roll Information - January 15, 2025
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 2310.0 |
Cboe BXVBW Index Roll Information - January 15, 2025
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 6010.0 |