Benchmark Index Roll Information
Cboe PWT Index Roll Information - November 15, 2024
| 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 | 5877.86 | 5875 | 81.13516666666659 | 0.5147809457230963 | 1M 4.52 3M 4.41 |
Cboe PUTR Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2307.7396 | 2300 | 50.1 | 1M 4.52 |
Cboe PUT Index Roll Information - November 15, 2024
| 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 | 5877.86 | 5875 | 84.6 | 0.5235690277248194 | 1M 4.52 3M 4.41 |
Cboe CLL1M Index Roll Information - November 15, 2024
| 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 | 5877.86 | 5585 | 5880 | 27.318811881188118 | 102.68633312020461 | 5869.572239450128 |
Cboe BXY Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 5877.86 | 6000 | 45.39695937090432 | 5872.869187418087 |
Cboe BXRT Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2307.7396 | 2400 | 30.1 | 2313.6154 |
Cboe BXRH Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 2307.7396 | 2310 | 65.28942812982999 | 2308.2820707882533 |
Cboe BXR Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2307.7396 | 2310 | 65.28942812982999 | 2308.2820707882533 |
Cboe BXNTU Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 20465.4538 | 20475 | 443.80875375 | 20399.6633 |
Cboe BXNT Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 20465.4538 | 20475 | 460.48106876916336 | 20404.50815595926 |
Cboe BXNH Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 20465.4538 | 20475 | 460.48106876916336 | 20404.50815595926 |
Cboe BXN Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 20465.4538 | 20475 | 460.48106876916336 | 20404.50815595926 |
Cboe BXMU Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 5877.86 | 5880 | 100.28154512500001 | 6290.34625 |
Cboe BXMH Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 5877.86 | 5880 | 102.68633312020461 | 5869.572239450128 |
Cboe BXM Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 5877.86 | 5880 | 102.68633312020461 | 5869.572239450128 |
Cboe BXESG Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 519.32 | 520 | 8.9 | 519.09 |
Cboe BXDEH Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 434.39 | 435 | 6.712713722051732 | 434.3226666666665 |
Cboe BXDE Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 434.39 | 435 | 6.712713722051732 | 434.1460806663744 |
Cboe BXD Index Roll Information - November 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 434.39 | 435 | 6.7960297766749385 | 434.4251364764268 |
Cboe BXRT Index Roll Information - November 14, 2024
| 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 | 11/14/2024 | 11/15/2024 | 2335.4921 | 0.55 |
Cboe BXQD Index Roll Information - November 14, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXQD | Cboe QDIV ATM BuyWrite Index | 36.36 | 36.0 |
Cboe BXPX Index Roll Information - November 14, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXPX | Cboe MLPX ATM BuyWrite Index | 60.335 | 60.0 |
Cboe BXNT Index Roll Information - November 14, 2024
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 11/14/2024 | 11/15/2024 | 20927.805241191814 | 636.6984326512255 |
Cboe BXNH Index Roll Information - November 14, 2024
| 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 | 11/14/2024 | 11/15/2024 | 20927.805241191814 | 636.6984326512255 |
Cboe BXEMG Index Roll Information - November 14, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 53.93159612211222 | 54.0 |
Cboe BXLFH Index Roll Information - November 14, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 49.6727349360891 | 50 | 0.873 |
Cboe BXLKH Index Roll Information - November 14, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 235.064914447464 | 235 | 6.1729 |
Cboe BXLVH Index Roll Information - November 14, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 145.757401137642 | 146 | 2.24 |
Cboe BXWBW Index Roll Information - November 13, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 2420.0 |
Cboe BXVBW Index Roll Information - November 13, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 6045.0 |
Cboe PWT Index Roll Information - October 18, 2024
| 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 | 5853.05 | 5850 | 79.61849999999994 | 0.5076170296846755 | 1M 4.71 3M 5.09 |
Cboe PUTR Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2279.2352 | 2275 | 55.4 | 1M 4.71 |
Cboe PUT Index Roll Information - October 18, 2024
| 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 | 5853.05 | 5850 | 80.3 | 0.5159727138603779 | 1M 4.71 3M 5.09 |
Cboe CLL1M Index Roll Information - October 18, 2024
| 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 | 5853.05 | 5565 | 5855 | 23.719117647058823 | 107.66236174919176 | 5862.678322273268 |
Cboe BXY Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 5853.05 | 5975 | 44 | 5857.41 |
Cboe BXRT Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2279.2352 | 2370 | 26.9 | 2277.8051 |
Cboe BXRH Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 2279.2352 | 2280 | 63.61035616438356 | 2278.795941369863 |
Cboe BXR Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2279.2352 | 2280 | 63.61035616438356 | 2278.795941369863 |
Cboe BXNTU Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 20296.61931 | 20300 | 467.7222525 | 20319.48587 |
Cboe BXNT Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 20296.61931 | 20300 | 483.3390174531351 | 20322.75698 |
Cboe BXNH Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 20296.61931 | 20300 | 483.3390174531351 | 20322.75698 |
Cboe BXN Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 20296.61931 | 20300 | 483.3390174531351 | 20322.75698 |
Cboe BXMU Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 5853.05 | 5855 | 105.26298756250002 | 6278.0725 |
Cboe BXMH Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 5853.05 | 5855 | 107.66236174919176 | 5862.678322273268 |
Cboe BXM Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 5853.05 | 5855 | 107.66236174919176 | 5862.678322273268 |
Cboe BXESG Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 517.56 | 520 | 8.1 | 518.66 |
Cboe BXDEH Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 431.49 | 435 | 5.690796019900498 | 432.571 |
Cboe BXDE Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 431.49 | 435 | 5.690796019900498 | 432.32731795567616 |
Cboe BXD Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 431.49 | 435 | 5.474019607843138 | 431.8321323529412 |
Cboe BXNH Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 20296.61931 | 20300 |
Cboe BXNT Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 20296.61931 | 20300 |
Cboe BXN Index Roll Information - October 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 20296.61931 | 20300 |
Cboe BXRT Index Roll Information - October 17, 2024
| 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 | 10/17/2024 | 10/18/2024 | 2280.2263666666668 | 0.1 |
Cboe BXQD Index Roll Information - October 17, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXQD | Cboe QDIV ATM BuyWrite Index | 36.545 | 37.0 |
Cboe BXPX Index Roll Information - October 17, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXPX | Cboe MLPX ATM BuyWrite Index | 57.23558968058968 | 57.0 |
Cboe BXNT Index Roll Information - October 17, 2024
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 10/17/2024 | 10/18/2024 | 20230.607732723816 | 515.196055882912 |
Cboe BXNH Index Roll Information - October 17, 2024
| 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 | 10/17/2024 | 10/18/2024 | 20230.607732723816 | 515.196055882912 |
Cboe BXEMG Index Roll Information - October 17, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 56.846549204819205 | 57.0 |
Cboe BXLVH Index Roll Information - October 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 152.630505482353 | 153 | 2.8208 |
Cboe BXLKH Index Roll Information - October 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 231.585164285714 | 230 | 7.7532 |
Cboe BXLFH Index Roll Information - October 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 47.7629326474655 | 48 | 0.9148 |
Cboe BXWBW Index Roll Information - October 16, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 2330.0 |
Cboe BXVBW Index Roll Information - October 16, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 5900.0 |
Cboe SPBNQ Index Roll Information - September 30, 2024
| Index | Name | New Written Call Strike | New Purchased Put Strike | New Written Put Strike |
|---|---|---|---|---|
| SPBNQ | Cboe S&P 500 Quarterly 9% (-3% to -12%) Buffer Protect Index | 5997.11772 | 5588.0924 | 5069.6096 |
Cboe SPBFQ Index Roll Information - September 30, 2024
| Index | Name | New Written Call Strike | New Purchased Put Strike | New Written Put Strike |
|---|---|---|---|---|
| SPBFQ | Cboe S&P 500 Quarterly 5% Buffer Protect Index | 5998.51672 | 5760.92 | 5472.874 |
Cboe PWT Index Roll Information - September 20, 2024
| 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 | 5686.59 | 5685 | 67.13166666666667 | 0.5131677398004154 | 1M 4.69 3M 5.09 |
Cboe PUTR Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2240.5451 | 2240 | 47.4 | 1M 4.69 |
Cboe PUT Index Roll Information - September 20, 2024
| 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 | 5686.59 | 5685 | 66.10833333333333 | 0.5215529284268058 | 1M 4.69 3M 5.09 |
Cboe PPUT3M Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| PPUT3M | Cboe S&P 500 Tail Risk Index | 5704.44 | 5120 | 40.4 | 5695.1575 |
Cboe CLL3M Index Roll Information - September 20, 2024
| 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 | 5686.59 | 5405 | 6275 | 70.07777777777777 | 10.1 | 5694.836666666666 |
Cboe CLL1M Index Roll Information - September 20, 2024
| 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 | 5686.59 | 5405 | 5690 | 17.81111111111111 | 93.27837502217491 | 5698.746821004081 |
Cboe BXY Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 5686.59 | 5805 | 33.3 | 5692.14 |
Cboe BXRT Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2240.5451 | 2320 | 21 | 2237.3035 |
Cboe BXRH Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 2240.5451 | 2245 | 49.77138613861386 | 2236.989735224676 |
Cboe BXR Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2240.5451 | 2245 | 49.77138613861386 | 2236.989735224676 |
Cboe BXNTU Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 19709.50789 | 19725 | 437.95607299999995 | 19768.506801250005 |
Cboe BXNT Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 19709.50789 | 19725 | 448.0477201051248 | 19762.315923136222 |
Cboe BXNH Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 19709.50789 | 19725 | 448.0477201051248 | 19762.315923136222 |
Cboe BXN Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 19709.50789 | 19725 | 448.0477201051248 | 19762.315923136222 |
Cboe BXMU Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 5686.59 | 5690 | 92.19961537500001 | 6100.2525000000005 |
Cboe BXMH Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 5686.59 | 5690 | 93.27837502217491 | 5698.746821004081 |
Cboe BXM Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 5686.59 | 5690 | 93.27837502217491 | 5698.746821004081 |
Cboe BXESG Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 502.83 | 505 | 7.1 | 504.01 |
Cboe BXDEH Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 419.5 | 420 | 6.328322147651007 | 420.80966666666666 |
Cboe BXDE Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 419.5 | 420 | 6.328322147651007 | 420.2068187919463 |
Cboe BXD Index Roll Information - September 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 419.5 | 420 | 5.967139479905438 | 419.3989361702128 |
Cboe BXRT Index Roll Information - September 19, 2024
| 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 | 9/19/2024 | 9/20/2024 | 2249.8957 | 32.4 |
Cboe BXQD Index Roll Information - September 19, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXQD | Cboe QDIV ATM BuyWrite Index | 36.145 | 36.0 |
Cboe BXPX Index Roll Information - September 19, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXPX | Cboe MLPX ATM BuyWrite Index | 54.23728531855956 | 54.0 |
Cboe BXNT Index Roll Information - September 19, 2024
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 9/19/2024 | 9/20/2024 | 19888.161735943573 | 449.86977952167416 |
Cboe BXNH Index Roll Information - September 19, 2024
| 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 | 9/19/2024 | 9/20/2024 | 19888.161735943573 | 449.86977952167416 |
Cboe BXEMG Index Roll Information - September 19, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 54.9907597417523 | 55.0 |
Cboe BXLFH Index Roll Information - September 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 45.6115087249545 | 46 | 0.6458 |
Cboe BXLKH Index Roll Information - September 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 224.64841115454 | 225 | 5.7452 |
Cboe BXLVH Index Roll Information - September 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 155.745390403656 | 156 | 2.1773 |
Cboe BXWBW Index Roll Information - September 18, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 2250.0 |
Cboe BXVBW Index Roll Information - September 18, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 5675.0 |
Cboe PWT Index Roll Information - August 16, 2024
| 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 | 5534.28 | 5530 | 69.41044444444448 | 0.5192258322676319 | 1M 5.26 3M 5.09 |
Cboe PUTR Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2134.6925 | 2130 | 47.8 | 1M 5.26 |
Cboe PUT Index Roll Information - August 16, 2024
| 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 | 5534.28 | 5530 | 68.2 | 0.5278064926095345 | 1M 5.26 3M 5.09 |
Cboe CLL1M Index Roll Information - August 16, 2024
| 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 | 5534.28 | 5260 | 5535 | 18.77128712871287 | 107.52298221614227 | 5550.802200752394 |
Cboe BXY Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 5534.28 | 5645 | 45.9 | 5546.09 |
Cboe BXRT Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2134.6925 | 2220 | 25.1 | 2137.3925 |
Cboe BXRH Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 2134.6925 | 2135 | 61.934397510004445 | 2138.9801945309027 |
Cboe BXR Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2134.6925 | 2135 | 61.934397510004445 | 2138.9801945309027 |
Cboe BXNTU Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 19429.98654 | 19450 | 513.58573175 | 19519.689182500002 |
Cboe BXNT Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 19429.98654 | 19450 | 521.0732475813545 | 19504.247923236588 |
Cboe BXNH Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 19429.98654 | 19450 | 521.0732475813545 | 19504.247923236588 |
Cboe BXN Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 19429.98654 | 19450 | 521.0732475813545 | 19504.247923236588 |
Cboe BXMU Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 5534.28 | 5535 | 106.554146 | 5934.90125 |
Cboe BXMH Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 5534.28 | 5535 | 107.52298221614227 | 5550.802200752394 |
Cboe BXM Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 5534.28 | 5535 | 107.52298221614227 | 5550.802200752394 |
Cboe BXESG Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 491.86 | 495 | 8.1 | 494.2 |
Cboe BXDEH Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 405.2 | 410 | 4.1198628257887515 | 406.6916666666666 |
Cboe BXDE Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 405.2 | 410 | 4.1198628257887515 | 406.29071330589846 |
Cboe BXD Index Roll Information - August 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 405.2 | 410 | 3.878695652173913 | 405.7456884057971 |
Cboe BXRT Index Roll Information - August 15, 2024
| 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 | 8/15/2024 | 8/16/2024 | 2135.6996 | 0.1 |
Cboe BXQD Index Roll Information - August 15, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXQD | Cboe QDIV ATM BuyWrite Index | 34.635 | 35.0 |
Cboe BXPX Index Roll Information - August 15, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXPX | Cboe MLPX ATM BuyWrite Index | 52.3136305732484 | 52.0 |
Cboe BXNT Index Roll Information - August 15, 2024
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 8/15/2024 | 8/16/2024 | 19473.611679714442 | 13.016978629329403 |
Cboe BXNH Index Roll Information - August 15, 2024
| 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 | 8/15/2024 | 8/16/2024 | 19473.611679714442 | 13.016978629329403 |
Cboe BXEMG Index Roll Information - August 15, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 53.809754101859596 | 54.0 |
Cboe BXLVH Index Roll Information - August 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 152.223219542169 | 152 | 2.9202 |
Cboe BXLKH Index Roll Information - August 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 220.32720785169 | 220 | 8.0589 |
Cboe BXLFH Index Roll Information - August 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 43.4928080903105 | 43 | 1.2125 |
Cboe BXWBW Index Roll Information - August 14, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 2125.0 |
Cboe BXVBW Index Roll Information - August 14, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 5510.0 |
Cboe PWT Index Roll Information - July 19, 2024
| 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 | 5529.31 | 5525 | 76.85494444444429 | 0.5105906735276105 | 1M 5.27 3M 5.25 |
Cboe PUTR Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2189.1338 | 2185 | 47.4 | 1M 5.27 |
Cboe PUT Index Roll Information - July 19, 2024
| 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 | 5529.31 | 5525 | 75.44285714285715 | 0.5191442647980402 | 1M 5.27 3M 5.25 |
Cboe CLL1M Index Roll Information - July 19, 2024
| 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 | 5529.31 | 5255 | 5530 | 20.082539682539682 | 84.48089720244992 | 5514.314490978315 |
Cboe BXY Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 5529.31 | 5640 | 36.8 | 5527.6 |
Cboe BXRT Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2189.1338 | 2275 | 24.5 | 2188.2289 |
Cboe BXRH Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 2189.1338 | 2190 | 57.15058521372225 | 2187.6725985140342 |
Cboe BXR Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2189.1338 | 2190 | 57.15058521372225 | 2187.6725985140342 |
Cboe BXNTU Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 19648.7366 | 19650 | 403.4312225 | 19559.407775 |
Cboe BXNT Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 19648.7366 | 19650 | 413.3900146627566 | 19533.507171214915 |
Cboe BXNH Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 19648.7366 | 19650 | 413.3900146627566 | 19533.507171214915 |
Cboe BXN Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 19648.7366 | 19650 | 413.3900146627566 | 19533.507171214915 |
Cboe BXMU Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 5529.31 | 5530 | 82.289546125 | 5888.481250000001 |
Cboe BXMH Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 5529.31 | 5530 | 84.48089720244992 | 5514.314490978315 |
Cboe BXM Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 5529.31 | 5530 | 84.48089720244992 | 5514.314490978315 |
Cboe BXESG Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 494 | 495 | 5.9 | 491.69 |
Cboe BXDEH Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 403.71 | 405 | 5.344354838709678 | 402.7536666666666 |
Cboe BXDE Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 403.71 | 405 | 5.344354838709678 | 402.9262945670628 |
Cboe BXD Index Roll Information - July 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 403.71 | 405 | 5.1045454545454545 | 402.5767588932806 |
Cboe BXRT Index Roll Information - July 18, 2024
| 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 | 7/18/2024 | 7/19/2024 | 2198.3495 | 128.1 |
Cboe BXQD Index Roll Information - July 18, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXQD | Cboe QDIV ATM BuyWrite Index | 34.81 | 35.0 |
Cboe BXPX Index Roll Information - July 18, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXPX | Cboe MLPX ATM BuyWrite Index | 52.96000000000001 | 53.0 |
Cboe BXNT Index Roll Information - July 18, 2024
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 7/18/2024 | 7/19/2024 | 19661.42372273144 | 46.6013419398675 |
Cboe BXNH Index Roll Information - July 18, 2024
| 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 | 7/18/2024 | 7/19/2024 | 19661.42372273144 | 46.6013419398675 |
Cboe BXEMG Index Roll Information - July 18, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 54.38796956934168 | 54.0 |
Cboe BXLVH Index Roll Information - July 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 148.425747522339 | 148 | 2.5055 |
Cboe BXLKH Index Roll Information - July 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 223.545660024082 | 225 | 5.4963 |
Cboe BXLFH Index Roll Information - July 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 43.5872998011274 | 44 | 0.5696 |
Cboe BXWBW Index Roll Information - July 17, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 2285.0 |
Cboe BXVBW Index Roll Information - July 17, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 5645.0 |
Cboe SPBNQ Index Roll Information - June 28, 2024
| Index | Name | New Written Call Strike | New Purchased Put Strike | New Written Put Strike |
|---|---|---|---|---|
| SPBNQ | Cboe S&P 500 Quarterly 9% (-3% to -12%) Buffer Protect Index | 5684.94456 | 5295.3852 | 4804.0608 |
Cboe SPBFQ Index Roll Information - June 28, 2024
| Index | Name | New Written Call Strike | New Purchased Put Strike | New Written Put Strike |
|---|---|---|---|---|
| SPBFQ | Cboe S&P 500 Quarterly 5% Buffer Protect Index | 5654.68218 | 5459.16 | 5186.202 |
Cboe PWT Index Roll Information - June 21, 2024
| 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 | 5470.37 | 5470 | 55.568500000000014 | 0.5064350687274916 | 1M 5.22 3M 5.25 |
Cboe PUTR Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2017.1786 | 2015 | 34 | 1M 5.22 |
Cboe PUT Index Roll Information - June 21, 2024
| 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 | 5470.37 | 5470 | 51.9 | 0.5150530599988883 | 1M 5.22 3M 5.25 |
Cboe PPUT3M Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| PPUT3M | Cboe S&P 500 Tail Risk Index | 5462.55 | 4925 | 22.925 | 5471.25 |
Cboe CLL3M Index Roll Information - June 21, 2024
| 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 | 5470.37 | 5200 | 6025 | 46.25 | 6.2333333333333325 | 5468.9366666666665 |
Cboe CLL1M Index Roll Information - June 21, 2024
| 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 | 5470.37 | 5200 | 5475 | 9.765185185185185 | 74.24033767970579 | 5470.462398863257 |
Cboe BXY Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 5470.37 | 5580 | 27.6 | 5477.13 |
Cboe BXRT Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2017.1786 | 2080 | 16.2 | 2017.3987 |
Cboe BXRH Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 2017.1786 | 2020 | 40.623578154425616 | 2016.991395386064 |
Cboe BXR Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2017.1786 | 2020 | 40.623578154425616 | 2016.991395386064 |
Cboe BXNTU Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 19739.14292 | 19750 | 359.37684075000004 | 19753.005332499997 |
Cboe BXNT Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 19739.14292 | 19750 | 372.8197356640375 | 19752.667256567896 |
Cboe BXNH Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 19739.14292 | 19750 | 372.8197356640375 | 19752.667256567896 |
Cboe BXN Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 19739.14292 | 19750 | 372.8197356640375 | 19752.667256567896 |
Cboe BXMU Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 5470.37 | 5475 | 71.9355291875 | 5837.629999999999 |
Cboe BXMH Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 5470.37 | 5475 | 74.24033767970579 | 5470.462398863257 |
Cboe BXM Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 5470.37 | 5475 | 74.24033767970579 | 5470.462398863257 |
Cboe BXESG Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 487.42 | 490 | 5 | 486.76 |
Cboe BXDEH Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 391.78 | 395 | 3.494513826940232 | 391.5576666666667 |
Cboe BXDE Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 391.78 | 395 | 3.494513826940232 | 391.27394290811776 |
Cboe BXD Index Roll Information - June 21, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 391.78 | 395 | 3.4212078651685394 | 391.06654494382025 |
Cboe BXRT Index Roll Information - June 20, 2024
| 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 | 6/20/2024 | 6/21/2024 | 2017.2072 | 8.6 |
Cboe BXQD Index Roll Information - June 20, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXQD | Cboe QDIV ATM BuyWrite Index | 33.385 | 33.0 |
Cboe BXPX Index Roll Information - June 20, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXPX | Cboe MLPX ATM BuyWrite Index | 49.918163745019925 | 50.0 |
Cboe BXNT Index Roll Information - June 20, 2024
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 6/20/2024 | 6/21/2024 | 19758.583188164488 | 1169.3098907689011 |
Cboe BXNH Index Roll Information - June 20, 2024
| 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 | 6/20/2024 | 6/21/2024 | 19758.583188164488 | 1169.3098907689011 |
Cboe BXEMG Index Roll Information - June 20, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 53.6704089146285 | 54.0 |
Cboe BXLVH Index Roll Information - June 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 146.09928699631 | 146 | 1.9122 |
Cboe BXLKH Index Roll Information - June 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 229.260595967443 | 230 | 4.7886 |
Cboe BXLFH Index Roll Information - June 20, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 41.3393534023291 | 41 | 0.962 |
Cboe BXWBW Index Roll Information - June 18, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 2065.0 |
Cboe BXVBW Index Roll Information - June 18, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 5540.0 |
Cboe PWT Index Roll Information - May 17, 2024
| 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 | 5301.43 | 5300 | 58.51894444444447 | 0.5152255051868271 | 1M 5.27 3M 5.25 |
Cboe PUTR Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2098.8263 | 2095 | 37.2 | 1M 5.27 |
Cboe PUT Index Roll Information - May 17, 2024
| 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 | 5301.43 | 5300 | 59.06 | 0.5243495721291596 | 1M 5.27 3M 5.25 |
Cboe CLL1M Index Roll Information - May 17, 2024
| 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 | 5301.43 | 5040 | 5305 | 11.159701492537312 | 73.83926991150443 | 5296.717580594184 |
Cboe BXY Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 5301.43 | 5410 | 28.4 | 5298.43 |
Cboe BXRT Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2098.8263 | 2160 | 20.6 | 2096.8725 |
Cboe BXRH Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 2098.8263 | 2100 | 45.11611873508353 | 2096.2064188544155 |
Cboe BXR Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2098.8263 | 2100 | 45.11611873508353 | 2096.2064188544155 |
Cboe BXNTU Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 18575.62849 | 18600 | 328.337329 | 18548.06729 |
Cboe BXNT Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 18575.62849 | 18600 | 343.040607028754 | 18545.743085577076 |
Cboe BXNH Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 18575.62849 | 18600 | 343.040607028754 | 18545.743085577076 |
Cboe BXN Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 18575.62849 | 18600 | 343.040607028754 | 18545.743085577076 |
Cboe BXMU Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 5301.43 | 5305 | 71.60164018750001 | 5645.577499999999 |
Cboe BXMH Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 5301.43 | 5305 | 73.83926991150443 | 5296.717580594184 |
Cboe BXM Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 5301.43 | 5305 | 73.83926991150443 | 5296.717580594184 |
Cboe BXESG Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 469.61 | 470 | 5.9 | 469.27 |
Cboe BXDEH Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 399.14 | 400 | 4.65640625 | 399.8023333333333 |
Cboe BXDE Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 399.14 | 400 | 4.65640625 | 399.0833035714286 |
Cboe BXD Index Roll Information - May 17, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 399.14 | 400 | 4.555555555555556 | 398.87555555555554 |
Cboe BXRT Index Roll Information - May 16, 2024
| 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 | 5/16/2024 | 5/17/2024 | 2095.8197 | 81.8 |
Cboe BXQD Index Roll Information - May 16, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXQD | Cboe QDIV ATM BuyWrite Index | 33.935 | 34.0 |
Cboe BXPX Index Roll Information - May 16, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXPX | Cboe MLPX ATM BuyWrite Index | 50.0 | 50.0 |
Cboe BXNT Index Roll Information - May 16, 2024
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 5/16/2024 | 5/17/2024 | 18593.40415075005 | 1346.3995531617793 |
Cboe BXNH Index Roll Information - May 16, 2024
| 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 | 5/16/2024 | 5/17/2024 | 18593.40415075005 | 1346.3995531617793 |
Cboe BXEMG Index Roll Information - May 16, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 54.68998486935814 | 55.0 |
Cboe BXLVH Index Roll Information - May 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 146.169423245466 | 146 | 2.2533 |
Cboe BXLKH Index Roll Information - May 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 213.43706126243 | 215 | 3.7278 |
Cboe BXLFH Index Roll Information - May 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 42.3578321684665 | 42 | 0.9093 |
Cboe BXWBW Index Roll Information - May 15, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 2150.0 |
Cboe BXVBW Index Roll Information - May 15, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 5360.0 |
Cboe PWT Index Roll Information - April 19, 2024
| 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 | 5000.74 | 5000 | 82.99188888888881 | 0.5373098956063894 | 1M 5.28 3M 5.23 |
Cboe PUTR Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1948.7493 | 1945 | 44.4 | 1M 5.28 |
Cboe PUT Index Roll Information - April 19, 2024
| 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 | 5000.74 | 5000 | 83.68691099476443 | 0.5467683119314992 | 1M 5.28 3M 5.23 |
Cboe CLL1M Index Roll Information - April 19, 2024
| 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 | 5000.74 | 4755 | 5005 | 25.640789473684208 | 85.46481765246705 | 4983.1411798958015 |
Cboe BXY Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 5000.74 | 5105 | 42.4 | 4991.91 |
Cboe BXRT Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1948.7493 | 2020 | 21 | 1948.3169 |
Cboe BXRH Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 1948.7493 | 1950 | 49.37106369426751 | 1944.5528199363057 |
Cboe BXR Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1948.7493 | 1950 | 49.37106369426751 | 1944.5528199363057 |
Cboe BXNTU Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 17244.6434 | 17250 | 344.40822299999996 | 17123.628021250002 |
Cboe BXNT Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 17244.6434 | 17250 | 364.42591319717206 | 17128.020816861743 |
Cboe BXNH Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 17244.6434 | 17250 | 364.42591319717206 | 17128.020816861743 |
Cboe BXN Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 17244.6434 | 17250 | 364.42591319717206 | 17128.020816861743 |
Cboe BXMU Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 5000.74 | 5005 | 82.5242765 | 5303.425000000001 |
Cboe BXMH Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 5000.74 | 5005 | 85.46481765246705 | 4983.1411798958015 |
Cboe BXM Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 5000.74 | 5005 | 85.46481765246705 | 4983.1411798958015 |
Cboe BXESG Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 441.06 | 445 | 5.3 | 439.21 |
Cboe BXDEH Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 379.44 | 380 | 5.978029622980252 | 379.5330000000001 |
Cboe BXDE Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 379.44 | 380 | 5.978029622980252 | 379.31011220825854 |
Cboe BXD Index Roll Information - April 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 379.44 | 380 | 6.009712230215827 | 379.4309352517986 |
Cboe BXRT Index Roll Information - April 18, 2024
| 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 | 4/18/2024 | 4/19/2024 | 1943.0883 | 0.1 |
Cboe BXQD Index Roll Information - April 18, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXQD | Cboe QDIV ATM BuyWrite Index | 32.705 | 33.0 |
Cboe BXPX Index Roll Information - April 18, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXPX | Cboe MLPX ATM BuyWrite Index | 47.555 | 48.0 |
Cboe BXNT Index Roll Information - April 18, 2024
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 4/18/2024 | 4/19/2024 | 17407.788119277848 | 0.5846266829865361 |
Cboe BXNH Index Roll Information - April 18, 2024
| 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 | 4/18/2024 | 4/19/2024 | 17407.788119277848 | 0.5846266829865361 |
Cboe BXEMG Index Roll Information - April 18, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 50.26073583765112 | 50.0 |
Cboe BXLVH Index Roll Information - April 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 138.514027980805 | 139 | 2.2312 |
Cboe BXLKH Index Roll Information - April 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 197.310105229157 | 197 | 5.2025 |
Cboe BXLFH Index Roll Information - April 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 39.9261665653472 | 40 | 0.743 |
Cboe BXWBW Index Roll Information - April 17, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 1985.0 |
Cboe BXVBW Index Roll Information - April 17, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 5070.0 |
Cboe SPBNQ Index Roll Information - March 28, 2024
| Index | Name | New Written Call Strike | New Purchased Put Strike | New Written Put Strike |
|---|---|---|---|---|
| SPBNQ | Cboe S&P 500 Quarterly 9% (-3% to -12%) Buffer Protect Index | 5487.0574 | 5097.932 | 4624.928 |
Cboe SPBFQ Index Roll Information - March 28, 2024
| Index | Name | New Written Call Strike | New Purchased Put Strike | New Written Put Strike |
|---|---|---|---|---|
| SPBFQ | Cboe S&P 500 Quarterly 5% Buffer Protect Index | 5443.2398 | 5255.6 | 4992.82 |
Cboe PWT Index Roll Information - March 15, 2024
| 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 | 5130.93 | 5130 | 69.81033333333326 | 0.5249251890868417 | 1M 5.29 3M 5.23 |
Cboe PUTR Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2039.9447 | 2035 | 43.9 | 1M 5.29 |
Cboe PUT Index Roll Information - March 15, 2024
| 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 | 5130.93 | 5130 | 69.82135922330097 | 0.5340897726985077 | 1M 5.29 3M 5.23 |
Cboe PPUT3M Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| PPUT3M | Cboe S&P 500 Tail Risk Index | 5113.34 | 4620 | 28.62 | 5114.092000000001 |
Cboe CLL3M Index Roll Information - March 15, 2024
| 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 | 5130.93 | 4875 | 5650 | 55.125 | 9.350000000000001 | 5112.55 |
Cboe CLL1M Index Roll Information - March 15, 2024
| 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 | 5130.93 | 4875 | 5135 | 18.416216216216217 | 80.41501425403865 | 5113.969303135888 |
Cboe BXY Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 5130.93 | 5235 | 36.1 | 5117.4 |
Cboe BXRT Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2039.9447 | 2115 | 22.6 | 2037.2708 |
Cboe BXRH Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 2039.9447 | 2040 | 51.94899172540607 | 2035.2422453723566 |
Cboe BXR Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2039.9447 | 2040 | 51.94899172540607 | 2035.2422453723566 |
Cboe BXNTU Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 17879.07908 | 17900 | 370.47082175 | 17800.88138375 |
Cboe BXNT Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 17879.07908 | 17900 | 386.2272152152152 | 17805.55682656056 |
Cboe BXNH Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 17879.07908 | 17900 | 386.2272152152152 | 17805.55682656056 |
Cboe BXN Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 17879.07908 | 17900 | 386.2272152152152 | 17805.55682656056 |
Cboe BXMU Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 5130.93 | 5135 | 77.651775875 | 5439.058749999999 |
Cboe BXMH Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 5130.93 | 5135 | 80.41501425403865 | 5113.969303135888 |
Cboe BXM Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 5130.93 | 5135 | 80.41501425403865 | 5113.969303135888 |
Cboe BXESG Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 452.67 | 455 | 5.6 | 451.09 |
Cboe BXDEH Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 388.47 | 390 | 3.8129667863554757 | 387.01933333333335 |
Cboe BXDE Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 388.47 | 390 | 3.8129667863554757 | 387.1375718132855 |
Cboe BXD Index Roll Information - March 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 388.47 | 390 | 4.149633027522936 | 387.8606422018349 |
Cboe BXRT Index Roll Information - March 14, 2024
| 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 | 3/14/2024 | 3/15/2024 | 2031.3212 | 0.1 |
Cboe BXNT Index Roll Information - March 14, 2024
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 3/14/2024 | 3/15/2024 | 17995.474924169397 | 263.3195683060109 |
Cboe BXNH Index Roll Information - March 14, 2024
| 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 | 3/14/2024 | 3/15/2024 | 17995.474924169397 | 263.3195683060109 |
Cboe BXEMG Index Roll Information - March 14, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 51.49092947091381 | 51.0 |
Cboe BXLVH Index Roll Information - March 14, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 145.395245536624 | 145 | 2.5035 |
Cboe BXLKH Index Roll Information - March 14, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 208.629012870449 | 210 | 5.0174 |
Cboe BXLFH Index Roll Information - March 14, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 40.8294323678725 | 41 | 0.6314 |
Cboe BXWBW Index Roll Information - March 13, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 2115.0 |
Cboe BXVBW Index Roll Information - March 13, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 5215.0 |
Cboe PWT Index Roll Information - February 16, 2024
| 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 | 5019.94 | 5015 | 48.06450000000008 | 0.5269134913586154 | 1M 5.28 3M 5.23 |
Cboe PUTR Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2041.1916 | 2040 | 44 | 1M 5.28 |
Cboe PUT Index Roll Information - February 16, 2024
| 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 | 5019.94 | 5015 | 48.220000000000006 | 0.5361116141352502 | 1M 5.28 3M 5.23 |
Cboe CLL1M Index Roll Information - February 16, 2024
| 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 | 5019.94 | 4770 | 5020 | 10.17027027027027 | 75.54586454183267 | 5028.8007187251 |
Cboe BXY Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 5019.94 | 5125 | 27.7 | 5030.27 |
Cboe BXRT Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2041.1916 | 2120 | 23.8 | 2048.5327 |
Cboe BXRH Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 2041.1916 | 2050 | 51.61262148711944 | 2047.4390133050351 |
Cboe BXR Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2041.1916 | 2050 | 51.61262148711944 | 2047.4390133050351 |
Cboe BXNTU Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 17746.55094 | 17750 | 363.52047625000006 | 17795.6678375 |
Cboe BXNT Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 17746.55094 | 17750 | 374.83571315372427 | 17787.914189453248 |
Cboe BXNH Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 17746.55094 | 17750 | 374.83571315372427 | 17787.914189453248 |
Cboe BXN Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 17746.55094 | 17750 | 374.83571315372427 | 17787.914189453248 |
Cboe BXMU Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 5019.94 | 5020 | 73.7957964375 | 5344.29375 |
Cboe BXMH Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 5019.94 | 5020 | 75.54586454183267 | 5028.8007187251 |
Cboe BXM Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 5019.94 | 5020 | 75.54586454183267 | 5028.8007187251 |
Cboe BXESG Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 442.95 | 445 | 5.2 | 443.51 |
Cboe BXDEH Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 386.92 | 390 | 3.4680009066183137 | 386.4046666666666 |
Cboe BXDE Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 386.92 | 390 | 3.4680009066183137 | 387.48446509519493 |
Cboe BXD Index Roll Information - February 16, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 386.92 | 390 | 3.483530534351145 | 387.5174045801527 |
Cboe BXRT Index Roll Information - February 15, 2024
| 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 | 2/15/2024 | 2/16/2024 | 2061.1223 | 81.7 |
Cboe BXNT Index Roll Information - February 15, 2024
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 2/15/2024 | 2/16/2024 | 17829.544174336235 | 743.4467211658077 |
Cboe BXNH Index Roll Information - February 15, 2024
| 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 | 2/15/2024 | 2/16/2024 | 17829.544174336235 | 743.4467211658077 |
Cboe BXEMG Index Roll Information - February 15, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 50.08335971223022 | 50.0 |
Cboe BXLVH Index Roll Information - February 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 144.760342809963 | 145 | 2.1367 |
Cboe BXLKH Index Roll Information - February 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 203.774075562126 | 205 | 4.0751 |
Cboe BXLFH Index Roll Information - February 15, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 39.5975739547231 | 40 | 0.55 |
Cboe BXWBW Index Roll Information - February 14, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 2050.0 |
Cboe BXVBW Index Roll Information - February 14, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 5050.0 |
Cboe PWT Index Roll Information - January 19, 2024
| 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 | 4798.58 | 4795 | 50.99161111111114 | 0.5435551157493071 | 1M 5.26 3M 5.25 |
Cboe PUTR Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 1917.8376 | 1915 | 38.3 | 1M 5.26 |
Cboe PUT Index Roll Information - January 19, 2024
| 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 | 4798.58 | 4795 | 50.84811320754718 | 0.5530263589626556 | 1M 5.26 3M 5.25 |
Cboe CLL1M Index Roll Information - January 19, 2024
| 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 | 4798.58 | 4560 | 4800 | 9.542465753424658 | 74.74120241070116 | 4809.165665147729 |
Cboe BXY Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 4798.58 | 4895 | 25.1 | 4798.66 |
Cboe BXRT Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 1917.8376 | 1985 | 17.7 | 1916.2012 |
Cboe BXRH Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 1917.8376 | 1920 | 46.006148409893996 | 1919.8127301712423 |
Cboe BXR Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 1917.8376 | 1920 | 46.006148409893996 | 1919.8127301712423 |
Cboe BXNTU Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 17099.38191 | 17100 | 363.3560315 | 17166.8506325 |
Cboe BXNT Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 17099.38191 | 17100 | 367.9688685691318 | 17149.698720192926 |
Cboe BXNH Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 17099.38191 | 17100 | 367.9688685691318 | 17149.698720192926 |
Cboe BXN Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 17099.38191 | 17100 | 367.9688685691318 | 17149.698720192926 |
Cboe BXMU Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 4798.58 | 4800 | 74.2791884375 | 5107.2775 |
Cboe BXMH Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 4798.58 | 4800 | 74.74120241070116 | 4809.165665147729 |
Cboe BXM Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 4798.58 | 4800 | 74.74120241070116 | 4809.165665147729 |
Cboe BXESG Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 425.24 | 430 | 4.4 | 427.55 |
Cboe BXDEH Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 375.95 | 380 | 2.9671880492091387 | 378.4873333333334 |
Cboe BXDE Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 375.95 | 380 | 2.9671880492091387 | 376.5435632688928 |
Cboe BXD Index Roll Information - January 19, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 375.95 | 380 | 2.7141831238779175 | 375.9621723518851 |
Cboe BXRT Index Roll Information - January 18, 2024
| 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 | 1/18/2024 | 1/19/2024 | 1923.648 | 0.1 |
Cboe BXNT Index Roll Information - January 18, 2024
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 1/18/2024 | 1/19/2024 | 16956.523436361545 | 315.6954302407932 |
Cboe BXNH Index Roll Information - January 18, 2024
| 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 | 1/18/2024 | 1/19/2024 | 16956.523436361545 | 315.6954302407932 |
Cboe BXEMG Index Roll Information - January 18, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 47.79132866404715 | 48.0 |
Cboe BXLFH Index Roll Information - January 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 37.0201383697881 | 37 | 0.7697 |
Cboe BXLKH Index Roll Information - January 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 194.457479611448 | 194 | 4.7047 |
Cboe BXLVH Index Roll Information - January 18, 2024
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 138.226453564487 | 138 | 2.6852 |
Cboe BXWBW Index Roll Information - January 17, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 1950.0 |
Cboe BXVBW Index Roll Information - January 17, 2024
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 4785.0 |