Benchmark Index Roll Information
Cboe PWT Index Roll Information - September 16, 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 | 3851.49 | 3850 | 116.44849999999983 | 0.5843542229313495 | 1M 2.68 3M 2.61 |
Cboe PUTR Index Roll Information - September 16, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1794.3036 | 1790 | 62.9 | 1M 2.68 |
Cboe PUT Index Roll Information - September 16, 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 | 3851.49 | 3850 | 117.22500000000004 | 0.5941294402865419 | 1M 2.68 3M 2.61 |
Cboe PPUT3M Index Roll Information - September 16, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| PPUT3M | Cboe S&P 500 Tail Risk Index | 3845.03 | 3470 | 70.97272727272727 | 3846.3945454545456 |
Cboe CLL3M Index Roll Information - September 16, 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 | 3851.49 | 3660 | 4240 | 116.36538461538463 | 43.20769230769231 | 3848.1046153846155 |
Cboe CLL1M Index Roll Information - September 16, 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 | 3851.49 | 3660 | 3855 | 55.09259259259259 | 118.52711351066631 | 3847.3105978404 |
Cboe BXY Index Roll Information - September 16, 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 | 3851.49 | 3930 | 83.4 | 3858.3 |
Cboe BXRT Index Roll Information - September 16, 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 | 1794.3036 | 1880 | 27.1 | 1790.0255 |
Cboe BXR Index Roll Information - September 16, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1794.3036 | 1795 | 59.413333333333334 | 1781.05476 |
Cboe BXNTU Index Roll Information - September 16, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 11747.66 | 11750 | 475.4600760972958 | 11749.420637314854 |
Cboe BXNT Index Roll Information - September 16, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 11747.66 | 11750 | 475.4600760972958 | 11749.420637314854 |
Cboe BXNH Index Roll Information - September 16, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 11747.66 | 11750 | 475.4600760972958 | 11749.420637314854 |
Cboe BXN Index Roll Information - September 16, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 11747.66 | 11750 | 475.4600760972958 | 11749.420637314854 |
Cboe BXMU Index Roll Information - September 16, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 3851.49 | 3855 | 118.52711351066631 | 3847.3105978404 |
Cboe BXMH Index Roll Information - September 16, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 3851.49 | 3855 | 118.52711351066631 | 3847.3105978404 |
Cboe BXM Index Roll Information - September 16, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 3851.49 | 3855 | 118.52711351066631 | 3847.3105978404 |
Cboe BXDE Index Roll Information - September 16, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 306.44 | 310 | 6.571966527196652 | 306.17395397489537 |
Cboe BXD Index Roll Information - September 16, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 306.44 | 310 | 6.7367647058823525 | 306.5085294117647 |
Cboe BXRT Index Roll Information - September 15, 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 | 9/15/2022 | 9/16/2022 | 1824.9231 | 0.35 |
Cboe BXNTU Index Roll Information - September 15, 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 | 9/15/2022 | 9/16/2022 | 11929.03 | 0.35 |
Cboe BXNT Index Roll Information - September 15, 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 | 9/15/2022 | 9/16/2022 | 11929.03 | 0.35 |
Cboe BXNH Index Roll Information - September 15, 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 | 9/15/2022 | 9/16/2022 | 11929.03 | 0.35 |
Cboe PWT Index Roll Information - August 19, 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 | 4231.67 | 4230 | 83.23538888888878 | 0.5620917162990391 | 1M 2.16 3M 2.61 |
Cboe PUTR Index Roll Information - August 19, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1959.6827 | 1950 | 45.1 | 1M 2.16 |
Cboe PUT Index Roll Information - August 19, 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 | 4231.67 | 4230 | 83.64116279069768 | 0.5713753421718024 | 1M 2.16 3M 2.61 |
Cboe CLL1M Index Roll Information - August 19, 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 | 4231.67 | 4025 | 4235 | 26.961224489795917 | 85.36962447440916 | 4235.136381035233 |
Cboe BXY Index Roll Information - August 19, 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 | 4231.67 | 4320 | 42.6 | 4231.45 |
Cboe BXRT Index Roll Information - August 19, 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 | 1959.6827 | 2030 | 20 | 1959.8507 |
Cboe BXR Index Roll Information - August 19, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1959.6827 | 1960 | 50.5515923566879 | 1958.5774630573248 |
Cboe BXNTU Index Roll Information - August 19, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 13247.29 | 13250 | 370.4205445200722 | 13261.344996527296 |
Cboe BXNT Index Roll Information - August 19, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 13247.29 | 13250 | 370.4205445200722 | 13261.344996527296 |
Cboe BXNH Index Roll Information - August 19, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 13247.29 | 13250 | 370.4205445200722 | 13261.344996527296 |
Cboe BXN Index Roll Information - August 19, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 13247.29 | 13250 | 370.4205445200722 | 13261.344996527296 |
Cboe BXMU Index Roll Information - August 19, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4231.67 | 4235 | 85.36962447440916 | 4235.136381035233 |
Cboe BXMH Index Roll Information - August 19, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4231.67 | 4235 | 85.36962447440916 | 4235.136381035233 |
Cboe BXM Index Roll Information - August 19, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4231.67 | 4235 | 85.36962447440916 | 4235.136381035233 |
Cboe BXDE Index Roll Information - August 19, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 337.45 | 340 | 4.35521978021978 | 337.57835164835166 |
Cboe BXD Index Roll Information - August 19, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 337.45 | 340 | 4.2588122605363985 | 337.2731800766283 |
Cboe BXRT Index Roll Information - August 18, 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 | 8/18/2022 | 8/19/2022 | 2000.216 | 208 |
Cboe BXNTU Index Roll Information - August 18, 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 | 8/18/2022 | 8/19/2022 | 13520.967877476278 | 1599.3285000832363 |
Cboe BXNT Index Roll Information - August 18, 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 | 8/18/2022 | 8/19/2022 | 13520.967877476278 | 1599.3285000832363 |
Cboe BXNH Index Roll Information - August 18, 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 | 8/18/2022 | 8/19/2022 | 13520.967877476278 | 1599.3285000832363 |
Cboe PWT Index Roll Information - July 15, 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 | 3848.94 | 3845 | 100.75749999999974 | 0.6049478148184515 | 1M 1.96 3M 1.04 |
Cboe PUTR Index Roll Information - July 15, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1723.804 | 1720 | 49.6 | 1M 1.96 |
Cboe PUT Index Roll Information - July 15, 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 | 3848.94 | 3845 | 101.01924778761061 | 0.6148789622117958 | 1M 1.96 3M 1.04 |
Cboe CLL1M Index Roll Information - July 15, 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 | 3848.94 | 3660 | 3850 | 46.50769230769231 | 106.58701917053001 | 3851.986751033705 |
Cboe BXY Index Roll Information - July 15, 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 | 3848.94 | 3930 | 64.6 | 3852.13 |
Cboe BXRT Index Roll Information - July 15, 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 | 1723.804 | 1800 | 27 | 1735.718 |
Cboe BXR Index Roll Information - July 15, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1723.804 | 1730 | 62.1 | 1737.4062 |
Cboe BXNTU Index Roll Information - July 15, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 11919.71 | 11925 | 425.80906872712484 | 11930.058694591296 |
Cboe BXNT Index Roll Information - July 15, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 11919.71 | 11925 | 425.80906872712484 | 11930.058694591296 |
Cboe BXNH Index Roll Information - July 15, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 11919.71 | 11925 | 425.80906872712484 | 11930.058694591296 |
Cboe BXN Index Roll Information - July 15, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 11919.71 | 11925 | 425.80906872712484 | 11930.058694591296 |
Cboe BXMU Index Roll Information - July 15, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 3848.94 | 3850 | 106.58701917053001 | 3851.986751033705 |
Cboe BXMH Index Roll Information - July 15, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 3848.94 | 3850 | 106.58701917053001 | 3851.986751033705 |
Cboe BXM Index Roll Information - July 15, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 3848.94 | 3850 | 106.58701917053001 | 3851.986751033705 |
Cboe BXDE Index Roll Information - July 15, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 312.05 | 315 | 5.509137426900584 | 311.9919444444444 |
Cboe BXD Index Roll Information - July 15, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 312.05 | 315 | 5.774561403508772 | 312.35298245614035 |
Cboe BXRT Index Roll Information - July 14, 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 | 7/14/2022 | 7/15/2022 | 1707.4997 | 0.3 |
Cboe BXNTU Index Roll Information - July 14, 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 | 7/14/2022 | 7/15/2022 | 11759.315774461029 | 614.5877943615258 |
Cboe BXNT Index Roll Information - July 14, 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 | 7/14/2022 | 7/15/2022 | 11759.315774461029 | 614.5877943615258 |
Cboe BXNH Index Roll Information - July 14, 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 | 7/14/2022 | 7/15/2022 | 11759.315774461029 | 614.5877943615258 |
Cboe PWT Index Roll Information - June 17, 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 | 3650.51 | 3650 | 101.5272222222221 | 0.6198922235772936 | 1M 1.18 3M 1.04 |
Cboe PUTR Index Roll Information - June 17, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1657.8011 | 1650 | 56.1 | 1M 1.18 |
Cboe PUT Index Roll Information - June 17, 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 | 3650.51 | 3650 | 102.03357142857143 | 0.630024495707126 | 1M 1.18 3M 1.04 |
Cboe PPUT3M Index Roll Information - June 17, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| PPUT3M | Cboe S&P 500 Tail Risk Index | 3686.65 | 3290 | 76.31428571428572 | 3672.6071428571427 |
Cboe CLL3M Index Roll Information - June 17, 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 | 3650.51 | 3470 | 4020 | 118.71111111111111 | 52.92222222222222 | 3671.4777777777776 |
Cboe CLL1M Index Roll Information - June 17, 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 | 3650.51 | 3470 | 3655 | 47.74561403508772 | 122.02185143590566 | 3673.3129038986044 |
Cboe BXY Index Roll Information - June 17, 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 | 3650.51 | 3725 | 79 | 3663.79 |
Cboe BXRT Index Roll Information - June 17, 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 | 1657.8011 | 1750 | 24.7 | 1665.4713 |
Cboe BXR Index Roll Information - June 17, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1657.8011 | 1660 | 66 | 1670.4098 |
Cboe BXNTU Index Roll Information - June 17, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 11139 | 11150 | 481.4939871045134 | 11248.325410106463 |
Cboe BXNT Index Roll Information - June 17, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 11139 | 11150 | 481.4939871045134 | 11248.325410106463 |
Cboe BXNH Index Roll Information - June 17, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 11139 | 11150 | 481.4939871045134 | 11248.325410106463 |
Cboe BXN Index Roll Information - June 17, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 11139 | 11150 | 481.4939871045134 | 11248.325410106463 |
Cboe BXMU Index Roll Information - June 17, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 3650.51 | 3655 | 122.02185143590566 | 3673.3129038986044 |
Cboe BXMH Index Roll Information - June 17, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 3650.51 | 3655 | 122.02185143590566 | 3673.3129038986044 |
Cboe BXM Index Roll Information - June 17, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 3650.51 | 3655 | 122.02185143590566 | 3673.3129038986044 |
Cboe BXDE Index Roll Information - June 17, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 297.49 | 300 | 6.866666666666666 | 298.48 |
Cboe BXD Index Roll Information - June 17, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 297.49 | 300 | 6.6 | 298.31 |
Cboe BXNTU Index Roll Information - June 16, 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 | 6/16/2022 | 6/17/2022 | 11133.45 | 3.1 |
Cboe BXNT Index Roll Information - June 16, 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 | 6/16/2022 | 6/17/2022 | 11133.45 | 3.1 |
Cboe BXNH Index Roll Information - June 16, 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 | 6/16/2022 | 6/17/2022 | 11133.45 | 3.1 |
Cboe PWT Index Roll Information - May 20, 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 | 3880.77 | 3880 | 120.7749444444443 | 0.5998842725323602 | 1M 0.65 3M 1.04 |
Cboe PUTR Index Roll Information - May 20, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1760.4695 | 1760 | 67.7 | 1M 0.65 |
Cboe PUT Index Roll Information - May 20, 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 | 3880.77 | 3880 | 121.38758314855879 | 0.6096024285527578 | 1M 0.65 3M 1.04 |
Cboe CLL1M Index Roll Information - May 20, 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 | 3880.77 | 3690 | 3885 | 65.70555555555555 | 97.43059537864733 | 3845.1833260246244 |
Cboe BXY Index Roll Information - May 20, 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 | 3880.77 | 3960 | 69.3 | 3867.24 |
Cboe BXRT Index Roll Information - May 20, 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 | 1760.4695 | 1840 | 23.5 | 1753.0874 |
Cboe BXR Index Roll Information - May 20, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1760.4695 | 1770 | 48.406896551724145 | 1741.416575862069 |
Cboe BXNTU Index Roll Information - May 20, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 11799.27 | 11800 | 368.32872810141004 | 11631.82258225324 |
Cboe BXNT Index Roll Information - May 20, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 11799.27 | 11800 | 368.32872810141004 | 11631.82258225324 |
Cboe BXNH Index Roll Information - May 20, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 11799.27 | 11800 | 368.32872810141004 | 11631.82258225324 |
Cboe BXN Index Roll Information - May 20, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 11799.27 | 11800 | 368.32872810141004 | 11631.82258225324 |
Cboe BXMU Index Roll Information - May 20, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 3880.77 | 3885 | 97.43059537864733 | 3845.1833260246244 |
Cboe BXMH Index Roll Information - May 20, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 3880.77 | 3885 | 97.43059537864733 | 3845.1833260246244 |
Cboe BXM Index Roll Information - May 20, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 3880.77 | 3885 | 97.43059537864733 | 3845.1833260246244 |
Cboe BXDE Index Roll Information - May 20, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 310.63 | 315 | 4.621428571428571 | 308.3585714285714 |
Cboe BXD Index Roll Information - May 20, 2022
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 310.63 | 315 | 4.95 | 310.61 |
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 |