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Benchmark Index Roll Information
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 | 5534.26 | 5530 | 69.41044444444452 | 0.5192258148708803 | 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 | 5534.26 | 5530 | 68.2 | 0.5278064756011228 | 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 | 5534.26 | 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 | 5534.28 | 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 | 5534.26 | 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 Dow Jones 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 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 | 5529.24 | 5525 | 76.86205555555546 | 0.5105913427512115 | 1M | 5.27 | 3M 5.21 |
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 | 5529.24 | 5525 | 76.98 | 0.5192913512388235 | 1M | 5.27 | 3M 5.21 |
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 | 5529.24 | 5640 | 36.8 | 5522.62 |
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 | 5529.31 | 2275 | 22.8 | 2185.0252 |
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 | 5529.24 | 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 Dow Jones 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 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 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 | 5470.48 | 5470 | 55.56850000000003 | 0.5064347835980576 | 1M | 5.22 | 3M 5.24 |
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 | 5470.48 | 5470 | 51.9 | 0.5150527700174148 | 1M | 5.22 | 3M 5.24 |
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 | 5470.48 | 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 | 5470.37 | 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 | 5470.48 | 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 Dow Jones 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 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 BXWBW Index Roll Information - June 17, 2024
| Index | Name | New Option Strike Price |
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 2060.0 |
Cboe BXVBW Index Roll Information - June 17, 2024
| Index | Name | New Option Strike Price |
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 5530.0 |
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 | 5301.44 | 5300 | 58.518944444444465 | 0.5152255051868281 | 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 | 5301.44 | 5300 | 59.06 | 0.5243495721291606 | 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 | 5301.44 | 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 | 5301.43 | 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 | 5301.44 | 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 Dow Jones 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 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 | 82.99188888888882 | 0.5373101989014555 | 1M | 5.28 | 3M 5.25 |
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 | 83.6869109947644 | 0.5467686205645351 | 1M | 5.28 | 3M 5.25 |
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 | 5000.74 | 2020 | 21.3 | 1948.6643 |
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 Dow Jones 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 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 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 | 5131.42 | 5130 | 69.81033333333332 | 0.5249254846266168 | 1M | 5.29 | 3M 5.25 |
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 | 5131.42 | 5130 | 69.82135922330097 | 0.5340900733980637 | 1M | 5.29 | 3M 5.25 |
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 | 5131.42 | 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 | 5130.93 | 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 | 5131.42 | 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 Dow Jones 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 BXQD Index Roll Information - March 14, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
| BXQD | Cboe QDIV ATM BuyWrite Index | 33.53 | 34.0 |
Cboe BXPX Index Roll Information - March 14, 2024
| Index | Name | REFERENCE VWAP | New Option Strike |
| BXPX | Cboe MLPX ATM BuyWrite Index | 46.85 | 47.0 |
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 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 | 5020.05 | 5020 | 49.91844444444439 | 0.5265807546083755 | 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 | 5020.05 | 5020 | 50.36666666666666 | 0.5358047473135494 | 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 | 5020.05 | 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 | 5019.94 | 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 Dow Jones 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 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 | 4798.56 | 4795 | 50.99161111111116 | 0.5435551157493078 | 1M | 5.26 | 3M 5.22 |
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 | 4798.56 | 4795 | 50.84811320754717 | 0.5530263589626561 | 1M | 5.26 | 3M 5.22 |
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 | 4798.56 | 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 | 4798.58 | 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 | 4798.56 | 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 Dow Jones 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 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 |