Benchmark Index Roll Information
CBOE PWT Index Roll Information - February 19, 2021
| 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 | 3926.9 | 3925 | 68.739111 | 0.531938176 | 1M 0.03 3M 0.03 |
CBOE PUT Index Roll Information - February 19, 2021
| 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 | 3926.9 | 3925 | 69.055735 | 0.540042673 | 1M 0.03 3M 0.03 |
CBOE BuyWrite Index Roll Information - February 19, 2021
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 3926.9 | 3930 | 62.6149100257069 | 3921.9460218509 |
| BXD | Cboe Dow Jones BuyWrite Index | 316.19 | 320 | 3.05 | 316.25 |
| BXN | Cboe Nasdaq-100 BuyWrite Index | 13680.38 | 13700 | 316.9 | 13699.83 |
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 3926.9 | 4010 | 26.1 | 3926.73 |
| BXR | Cboe Russell 2000 BuyWrite Index | 2265.1273 | 2270 | 71.6837209302325 | 2274.28766046511 |
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 13680.38 | 13700 | 316.9 | 13699.83 |
| BXMH | Cboe S&P 500 Half BuyWrite Index | 3926.9 | 3930 | 62.6149100257069 | 3921.9460218509 |
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 13680.38 | 13700 | 316.9 | 13699.83 |
CBOE S&P 500 Iron Condor Index Roll Information - February 19, 2021
| Index | Name | Strike Price PUT_5d | Strike Price PUT_20d | Strike Price CALL_20d | Strike Price CALL_5d |
|---|---|---|---|---|---|
| CBOE S&P 500 Iron Condor Index | CBOE S&P 500 Iron Condor Index | 3390 | 3725 | 4050 | 4160 |
CBOE BXRT Index Roll Information - February 19, 2021
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 2265.1273 | 2360 | 1M 0.03 |
CBOE PUTR Index Roll Information - February 19, 2021
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 2265.1273 | 2260 | 1M 0.03 |
CBOE BuyWrite Index Roll Information - February 19, 2021
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 3926.9 | 3930 | ||
| BXD | Cboe Dow Jones BuyWrite Index | 316.19 | 320 | ||
| BXN | Cboe Nasdaq-100 BuyWrite Index | 13680.38 | 13700 | ||
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 3926.9 | 4010 | ||
| BXR | Cboe Russell 2000 BuyWrite Index | 2265.1273 | 2270 | ||
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 13680.38 | 13700 | ||
| BXMH | Cboe S&P 500 Half BuyWrite Index | 3926.9 | 3930 | ||
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 13680.38 | 13700 |
CBOE PWT Index Roll Information - February 19, 2021
| 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 | 3926.9 | 3925 | 1M 0.03 3M 0.03 |
CBOE PUTR Index Roll Information - February 19, 2021
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 2265.1273 | 2260 | 65 | 1M 0.03 |
CBOE BXRT Index Roll Information - February 19, 2021
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 2265.1273 | 2360 | 30.3 | 1M 0.03 |
CBOE PUT Index Roll Information - February 19, 2021
| 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 | 3926.9 | 3925 | 1M 0.03 3M 0.03 |
CBOE PUT Index Roll Information - January 15, 2021
| 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 | 3764.76 | 3760 | 83.144211 | 0.553809837 | 1M 0.09 3M 0.07 |
CBOE PUTR Index Roll Information - January 15, 2021
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 2119.2387 | 2110 | 67.6 | 1M 0.09 |
CBOE BuyWrite Index Roll Information - January 15, 2021
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 3764.76 | 3765 | 92.0485887096774 | 3776.76195564516 |
| BXD | Cboe Dow Jones BuyWrite Index | 307.67 | 310 | 5.55 | 308.52 |
| BXN | Cboe Nasdaq-100 BuyWrite Index | 12814.3 | 12825 | 417.3 | 12855.2766666666 |
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 3764.76 | 3845 | 46 | 3773.99 |
| BXR | Cboe Russell 2000 BuyWrite Index | 2119.2387 | 2120 | 70.463436123348 | 2120.13959030837 |
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 12814.3 | 12825 | 417.3 | 12855.2766666666 |
| BXMH | Cboe S&P 500 Half BuyWrite Index | 3764.76 | 3765 | 92.0485887096774 | 3776.76195564516 |
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 12814.3 | 12825 | 417.3 | 12855.2766666666 |
CBOE S&P 500 Iron Condor Index Roll Information - January 15, 2021
| Index | Name | Strike Price PUT_5d | Strike Price PUT_20d | Strike Price CALL_20d | Strike Price CALL_5d |
|---|---|---|---|---|---|
| CBOE S&P 500 Iron Condor Index | CBOE S&P 500 Iron Condor Index | 3140 | 3525 | 3920 | 4050 |
CBOE BXRT Index Roll Information - January 15, 2021
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 2119.2387 | 2210 | 1M 0.09 |
CBOE PUTR Index Roll Information - January 15, 2021
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 2119.2387 | 2110 | 1M 0.09 |
CBOE PWT Index Roll Information - January 15, 2021
| 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 | 3764.76 | 3760 | 1M 0.09 3M 0.07 |
CBOE PUT Index Roll Information - January 15, 2021
| 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 | 3764.76 | 3760 | 1M 0.09 3M 0.07 |
CBOE BXRT Index Roll Information - January 15, 2021
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 2119.2387 | 2210 | 29.3 | 1M 0.09 |
CBOE PWT Index Roll Information - January 15, 2021
| 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 | 3764.76 | 3760 | 82.544778 | 0.545543528 | 1M 0.09 3M 0.07 |
CBOE BuyWrite Index Roll Information - January 15, 2021
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 3764.76 | 3765 | ||
| BXD | Cboe Dow Jones BuyWrite Index | 307.67 | 310 | ||
| BXN | Cboe Nasdaq-100 BuyWrite Index | 12814.3 | 12825 | ||
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 3764.76 | 3845 | ||
| BXR | Cboe Russell 2000 BuyWrite Index | 2119.2387 | 2120 | ||
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 12814.3 | 12825 | ||
| BXMH | Cboe S&P 500 Half BuyWrite Index | 3764.76 | 3765 | ||
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 12814.3 | 12825 |