Benchmark Index Roll Information
Cboe BXRT Index Roll Information - May 19, 2022
| 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 | 5/19/2022 | 5/20/2022 | 1776.4801 | 0.05 |
Cboe BXNTU Index Roll Information - May 19, 2022
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 5/19/2022 | 5/20/2022 | 11872.08 | 0.45 |
Cboe BXNT Index Roll Information - May 19, 2022
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 5/19/2022 | 5/20/2022 | 11872.08 | 0.45 |
Cboe BXNH Index Roll Information - May 19, 2022
| 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 | 5/19/2022 | 5/20/2022 | 11872.08 | 0.45 |
Cboe PWT Index Roll Information - April 14, 2022
| 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 | 4428.14 | 4425 | 102.23633333333333 | 0.572224871187755 | 1M 0.23 3M 0.37 |
Cboe PUTR Index Roll Information - April 14, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2018.7082 | 2015 | 63.9 | 1M 0.23 |
Cboe PUT Index Roll Information - April 14, 2022
| 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 | 4428.14 | 4425 | 101.5765333333333 | 0.581400098339705 | 1M 0.23 3M 0.37 |
Cboe CLL1M Index Roll Information - April 14, 2022
| 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 | 4428.14 | 4210 | 4430 | 46.08867924528302 | 92.53504366812227 | 4417.4131069869 |
Cboe BXY Index Roll Information - April 14, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 4428.14 | 4520 | 46.5 | 4421.37 |
Cboe BXRT Index Roll Information - April 14, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2018.7082 | 2090 | 22.6 | 2011.0252 |
Cboe BXR Index Roll Information - April 14, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2018.7082 | 2020 | 53.07790697674419 | 2009.035130232558 |
Cboe BXNTU Index Roll Information - April 14, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 14047.15 | 14050 | 411.0122598197585 | 14000.713722156097 |
Cboe BXNT Index Roll Information - April 14, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 14047.15 | 14050 | 411.0122598197585 | 14000.713722156097 |
Cboe BXNH Index Roll Information - April 14, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 14047.15 | 14050 | 411.0122598197585 | 14000.713722156097 |
Cboe BXN Index Roll Information - April 14, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 14047.15 | 14050 | 411.0122598197585 | 14000.713722156097 |
Cboe BXMU Index Roll Information - April 14, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4428.14 | 4430 | 92.53504366812227 | 4417.4131069869 |
Cboe BXMH Index Roll Information - April 14, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4428.14 | 4430 | 92.53504366812227 | 4417.4131069869 |
Cboe BXM Index Roll Information - April 14, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4428.14 | 4430 | 92.53504366812227 | 4417.4131069869 |
Cboe BXDE Index Roll Information - April 14, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 346.69 | 347 | 5.8 | 345.8 |
Cboe BXD Index Roll Information - April 14, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 346.69 | 347 | 5.95 | 346.09 |
Cboe BXRT Index Roll Information - April 13, 2022
| 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 | 4/13/2022 | 4/14/2022 | 2025.1562 | 0.1 |
Cboe BXNTU Index Roll Information - April 13, 2022
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 4/13/2022 | 4/14/2022 | 14241.344935064935 | 64.61892736892737 |
Cboe BXNT Index Roll Information - April 13, 2022
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 4/13/2022 | 4/14/2022 | 14241.344935064935 | 64.61892736892737 |
Cboe BXNH Index Roll Information - April 13, 2022
| 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 | 4/13/2022 | 4/14/2022 | 14241.344935064935 | 64.61892736892737 |
Cboe PWT Index Roll Information - March 18, 2022
| 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 | 4411.64 | 4410 | 94.5567777777777 | 0.5606964562451883 | 1M 0.2 3M 0.37 |
Cboe PUTR Index Roll Information - March 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2066.8932 | 2065 | 58.907692307692315 | 1M 0.2 |
Cboe PUT Index Roll Information - March 18, 2022
| 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 | 4411.64 | 4410 | 95.03955223880597 | 0.5697738160010487 | 1M 0.2 3M 0.37 |
Cboe PPUT3M Index Roll Information - March 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| PPUT3M | Cboe S&P 500 Tail Risk Index | 4439.73 | 3975 | 75.32307692307693 | 4425.584615384616 |
Cboe CLL3M Index Roll Information - March 18, 2022
| 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 | 4411.64 | 4195 | 4860 | 119.2875 | 18.926530612244896 | 4429.965102040816 |
Cboe CLL1M Index Roll Information - March 18, 2022
| 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 | 4411.64 | 4195 | 4415 | 40.61714285714286 | 99.98790470372633 | 4424.442903685604 |
Cboe BXY Index Roll Information - March 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 4411.64 | 4500 | 51.7 | 4416.75 |
Cboe BXRT Index Roll Information - March 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2066.8932 | 2140 | 21.2 | 2061.4916 |
Cboe BXR Index Roll Information - March 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2066.8932 | 2070 | 51.198951111111114 | 2061.8577745244443 |
Cboe BXNTU Index Roll Information - March 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 14213.1 | 14225 | 405.515140833989 | 14275.977403619198 |
Cboe BXNT Index Roll Information - March 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 14213.1 | 14225 | 405.515140833989 | 14275.977403619198 |
Cboe BXNH Index Roll Information - March 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 14213.1 | 14225 | 405.515140833989 | 14275.977403619198 |
Cboe BXN Index Roll Information - March 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 14213.1 | 14225 | 405.515140833989 | 14275.977403619198 |
Cboe BXMU Index Roll Information - March 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4411.64 | 4415 | 99.98790470372633 | 4424.442903685604 |
Cboe BXMH Index Roll Information - March 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4411.64 | 4415 | 99.98790470372633 | 4424.442903685604 |
Cboe BXM Index Roll Information - March 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4411.64 | 4415 | 99.98790470372633 | 4424.442903685604 |
Cboe BXDE Index Roll Information - March 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 343.42 | 345 | 6.819047619047618 | 345.0890476190476 |
Cboe BXD Index Roll Information - March 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 343.42 | 345 | 5.5 | 343.68 |
Cboe BXRT Index Roll Information - March 17, 2022
| 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 | 3/17/2022 | 3/18/2022 | 2064.2551 | 0.7 |
Cboe BXNTU Index Roll Information - March 17, 2022
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 3/17/2022 | 3/18/2022 | 14096.085995807129 | 91.36511949685534 |
Cboe BXNT Index Roll Information - March 17, 2022
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 3/17/2022 | 3/18/2022 | 14096.085995807129 | 91.36511949685534 |
Cboe BXNH Index Roll Information - March 17, 2022
| 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 | 3/17/2022 | 3/18/2022 | 14096.085995807129 | 91.36511949685534 |
Cboe PWT Index Roll Information - February 18, 2022
| 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 | 4363.62 | 4360 | 122.77005555555512 | 0.5548105723196453 | 1M 0.06 3M 0.37 |
Cboe PUTR Index Roll Information - February 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2020.5011 | 2020 | 73.6 | 1M 0.06 |
Cboe PUT Index Roll Information - February 18, 2022
| 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 | 4363.62 | 4360 | 123.53030303030305 | 0.56372956101661 | 1M 0.06 3M 0.37 |
Cboe CLL1M Index Roll Information - February 18, 2022
| 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 | 4363.62 | 4150 | 4365 | 63.51538461538462 | 104.41078552080769 | 4344.066739719281 |
Cboe BXY Index Roll Information - February 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 4363.62 | 4455 | 56.6 | 4340.47 |
Cboe BXRT Index Roll Information - February 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2020.5011 | 2100 | 25 | 2007.6695 |
Cboe BXR Index Roll Information - February 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2020.5011 | 2030 | 56.88333333333333 | 2013.954533333333 |
Cboe BXNTU Index Roll Information - February 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 14057.63 | 14075 | 426.9699259508583 | 13991.3297357792 |
Cboe BXNT Index Roll Information - February 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 14057.63 | 14075 | 426.9699259508583 | 13991.3297357792 |
Cboe BXNH Index Roll Information - February 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 14057.63 | 14075 | 426.9699259508583 | 13991.3297357792 |
Cboe BXN Index Roll Information - February 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 14057.63 | 14075 | 426.9699259508583 | 13991.3297357792 |
Cboe BXMU Index Roll Information - February 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4363.62 | 4365 | 104.41078552080769 | 4344.066739719281 |
Cboe BXMH Index Roll Information - February 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4363.62 | 4365 | 104.41078552080769 | 4344.066739719281 |
Cboe BXM Index Roll Information - February 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4363.62 | 4365 | 104.41078552080769 | 4344.066739719281 |
Cboe BXDE Index Roll Information - February 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 342.13 | 345 | 5.45 | 340.29 |
Cboe BXD Index Roll Information - February 18, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 342.13 | 345 | 5.3 | 340.6 |
Cboe BXRT Index Roll Information - February 17, 2022
| 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 | 2/17/2022 | 2/18/2022 | 2029.0061 | 1 |
Cboe BXNTU Index Roll Information - February 17, 2022
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 2/17/2022 | 2/18/2022 | 14197.400294117648 | 0.9348039215686275 |
Cboe BXNT Index Roll Information - February 17, 2022
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 2/17/2022 | 2/18/2022 | 14197.400294117648 | 0.9348039215686275 |
Cboe BXNH Index Roll Information - February 17, 2022
| 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 | 2/17/2022 | 2/18/2022 | 14197.400294117648 | 0.9348039215686275 |
Cboe PWT Index Roll Information - January 21, 2022
| 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 | 4475.08 | 4475 | 114.53555555555529 | 0.5361141542640738 | 1M 0.05 3M 0.05 |
Cboe PUTR Index Roll Information - January 21, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2033.3017 | 2030 | 71.1 | 1M 0.05 |
Cboe PUT Index Roll Information - January 21, 2022
| 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 | 4475.08 | 4475 | 113.22882882882881 | 0.5446348189141638 | 1M 0.05 3M 0.05 |
Cboe CLL1M Index Roll Information - January 21, 2022
| 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 | 4475.08 | 4255 | 4480 | 60.7 | 92.88303112313938 | 4453.088054127199 |
Cboe BXY Index Roll Information - January 21, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 4475.08 | 4565 | 52.7 | 4459.38 |
Cboe BXRT Index Roll Information - January 21, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2033.3017 | 2120 | 24.1 | 2022.5692 |
Cboe BXR Index Roll Information - January 21, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2033.3017 | 2040 | 60.8 | 2029.8046 |
Cboe BXNTU Index Roll Information - January 21, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 14777.29 | 14800 | 401.6345588235294 | 14687.092494485294 |
Cboe BXNT Index Roll Information - January 21, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 14777.29 | 14800 | 401.6345588235294 | 14687.092494485294 |
Cboe BXNH Index Roll Information - January 21, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 14777.29 | 14800 | 401.6345588235294 | 14687.092494485294 |
Cboe BXN Index Roll Information - January 21, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 14777.29 | 14800 | 401.6345588235294 | 14687.092494485294 |
Cboe BXMU Index Roll Information - January 21, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4475.08 | 4480 | 92.88303112313938 | 4453.088054127199 |
Cboe BXMH Index Roll Information - January 21, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4475.08 | 4480 | 92.88303112313938 | 4453.088054127199 |
Cboe BXM Index Roll Information - January 21, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4475.08 | 4480 | 92.88303112313938 | 4453.088054127199 |
Cboe BXD Index Roll Information - January 21, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 347.88 | 350 | 5.3 | 346.59 |
Cboe BXRT Index Roll Information - January 20, 2022
| 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 | 1/20/2022 | 1/21/2022 | 2024.5752 | 1.55 |
Cboe BXNTU Index Roll Information - January 20, 2022
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 1/20/2022 | 1/21/2022 | 14847.44 | 0.95 |
Cboe BXNT Index Roll Information - January 20, 2022
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 1/20/2022 | 1/21/2022 | 14847.44 | 0.95 |
Cboe BXNH Index Roll Information - January 20, 2022
| 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 | 1/20/2022 | 1/21/2022 | 14847.44 | 0.95 |