Benchmark Index Roll Information
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 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 |