Benchmark Index Roll Information
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 |