Benchmark Index Roll Information
CBOE PWT Index Roll Information - November 20, 2020
| 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 | 3572.27 | 3570 | 70.758 | 0.550456474 |
1M 0.08 3M 0.07 |
CBOE PUT Index Roll Information - November 20, 2020
| 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 | 3572.27 | 3570 | 70.510124 | 0.55866972 |
1M 0.08 3M 0.07 |
CBOE BXRT Index Roll Information - November 20, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1775.257 | 1840 | 24.9 | 1M 0.08 |
CBOE PUTR Index Roll Information - November 20, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1775.257 | 1775 | 48.2 | 1M 0.08 |
CBOE BuyWrite Index Roll Information - November 20, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 3572.27 | 3575 | 68.948798076923 | 3572.87525240384 |
| BXD | Cboe Dow Jones BuyWrite Index | 293.31 | 294 | 5.35 | 293.52 |
| BXN | Cboe Nasdaq-100 BuyWrite Index | 11997.16 | 12000 | 281.498511904761 | 11986.3317559523 |
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 3572.27 | 3645 | 34.1 | 3572.26 |
| BXR | Cboe Russell 2000 BuyWrite Index | 1775.257 | 1780 | 51.1392156862745 | 1780.82027058823 |
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 11997.16 | 12000 | 281.498511904761 | 11986.3317559523 |
| BXMH | Cboe S&P 500 Half BuyWrite Index | 3572.27 | 3575 | 68.948798076923 | 3572.87525240384 |
CBOE S&P 500 Iron Condor Index Roll Information - November 20, 2020
| 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 | 3080 | 3380 | 3705 | 3840 |
CBOE PUT Index Roll Information - October 16, 2020
| 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 | 3507.84 | 3505 | 102.197633 | 0.557760467 |
1M 0.1 3M 0.11 |
CBOE BXRT Index Roll Information - October 16, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1641.5912 | 1720 | 22.6 | 1M 0.1 |
CBOE BuyWrite Index Roll Information - October 16, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 3507.84 | 3510 | 90.3274390243902 | 3500.0706504065 |
| BXD | Cboe Dow Jones BuyWrite Index | 287.78 | 290 | 6.2 | 287.53 |
| BXN | Cboe Nasdaq-100 BuyWrite Index | 11981.16 | 12000 | 417.80422077922 | 11917.8438961038 |
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 3507.84 | 3580 | 55 | 3503.39 |
| BXR | Cboe Russell 2000 BuyWrite Index | 1641.5912 | 1650 | 53.9576923076923 | 1644.86908846153 |
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 11981.16 | 12000 | 417.80422077922 | 11917.8438961038 |
| BXMH | Cboe S&P 500 Half BuyWrite Index | 3507.84 | 3510 | 90.3274390243902 | 3500.0706504065 |
CBOE S&P 500 Iron Condor Index Roll Information - October 16, 2020
| 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 | 2920 | 3260 | 3680 | 3840 |
CBOE BXRT Index Roll Information - October 16, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1641.5912 | 1720 | 1M 0.1 |
CBOE BuyWrite Index Roll Information - October 16, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 3507.84 | 3510 | ||
| BXD | Cboe Dow Jones BuyWrite Index | 287.78 | 290 | ||
| BXN | Cboe Nasdaq-100 BuyWrite Index | 11981.16 | 12000 | ||
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 3507.84 | 3580 | ||
| BXR | Cboe Russell 2000 BuyWrite Index | 1641.5912 | 1650 | ||
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 11981.16 | 12000 | ||
| BXMH | Cboe S&P 500 Half BuyWrite Index | 3507.84 | 3510 |
CBOE PUTR Index Roll Information - October 16, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1641.5912 | 1640 | 1M 0.1 |
CBOE PWT Index Roll Information - October 16, 2020
| 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 | 3507.84 | 3505 |
1M 0.1 3M 0.11 |
CBOE PUTR Index Roll Information - October 16, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1641.5912 | 1640 | 55.1 | 1M 0.1 |
CBOE PWT Index Roll Information - October 16, 2020
| 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 | 3507.84 | 3505 | 101.589778 | 0.54952166 |
1M 0.1 3M 0.11 |
CBOE PUT Index Roll Information - October 16, 2020
| 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 | 3507.84 | 3505 |
1M 0.1 3M 0.11 |
CBOE BXRT Index Roll Information - September 18, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1549.9952 | 1610 | 15.6 | 1M 0.09 |
CBOE PUTR Index Roll Information - September 18, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1549.9952 | 1540 | 43.8 | 1M 0.09 |
CBOE BuyWrite Index Roll Information - September 18, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 3339.6 | 3340 | 71.7969135802469 | 3328.09004115226 |
| BXD | Cboe Dow Jones BuyWrite Index | 278.36 | 280 | 5.35 | 278.77 |
| BXN | Cboe Nasdaq-100 BuyWrite Index | 10979.25 | 11000 | 371.383823529411 | 10968.2438235294 |
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 3339.6 | 3410 | 41.5 | 3341.69 |
| BXR | Cboe Russell 2000 BuyWrite Index | 1549.9952 | 1550 | 41.0074380165289 | 1545.04252396694 |
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 10979.25 | 11000 | 371.383823529411 | 10968.2438235294 |
| BXMH | Cboe S&P 500 Half BuyWrite Index | 3339.6 | 3340 | 71.7969135802469 | 3328.09004115226 |
CBOE S&P 500 Iron Condor Index Roll Information - September 18, 2020
| 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 | 2835 | 3135 | 3485 | 3635 |
CBOE BXRT Index Roll Information - September 18, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1549.9952 | 1610 | 1M 0.09 |
CBOE BuyWrite Index Roll Information - September 18, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 3339.6 | 3340 | ||
| BXD | CBOE Dow Jones BuyWrite Index | 278.36 | 280 | ||
| BXN | CBOE Nasdaq-100 BuyWrite Index | 10979.25 | 11000 | ||
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 3339.6 | 3410 | ||
| BXR | CBOE Russell 2000 BuyWrite Index | 1549.9952 | 1550 | ||
| BXNH | CBOE Nasdaq-100 Half BuyWrite V2 Index | 10979.25 | 11000 | ||
| BXMH | CBOE S&P 500 Half BuyWrite Index | 3339.6 | 3340 |
CBOE PUTR Index Roll Information - September 18, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1549.9952 | 1540 | 1M 0.09 |
CBOE PWT Index Roll Information - September 18, 2020
| 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 | 3339.6 | 3335 |
1M 0.09 3M 0.11 |
CBOE PWT Index Roll Information - September 18, 2020
| 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 | 3339.6 | 3335 | 78.727222 | 0.560732416 |
1M 0.09 3M 0.11 |
CBOE PUT Index Roll Information - September 18, 2020
| 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 | 3339.6 | 3335 | 79.72965 | 0.569037644 |
1M 0.09 3M 0.11 |
CBOE PUT Index Roll Information - September 18, 2020
| 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 | 3339.6 | 3335 |
1M 0.09 3M 0.11 |
CBOE PUTR Index Roll Information - August 21, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1551.758 | 1550 | 41.7 | 1M 0.08 |
CBOE BXRT Index Roll Information - August 21, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1551.758 | 1600 | 18.4 | 1M 0.08 |
CBOE BuyWrite Index Roll Information - August 21, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 3389.66 | 3390 | 59.532720232333 | 3388.7132429816 |
| BXD | CBOE Dow Jones BuyWrite Index | 278.05 | 279 | 4.6 | 277.71 |
| BXN | CBOE Nasdaq-100 BuyWrite Index | 11551.38 | 11575 | 268.231550802139 | 11516.08 |
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 3389.66 | 3460 | 24.8772151898734 | 3386.25158227848 |
| BXR | CBOE Russell 2000 BuyWrite Index | 1551.758 | 1560 | 36.7115044247787 | 1552.48682831858 |
CBOE S&P 500 Iron Condor Index Roll Information - August 21, 2020
| 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 | 2895 | 3210 | 3500 | 3610 |
CBOE BXRT Index Roll Information - August 21, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1551.758 | 1600 | 1M 0.08 |
CBOE PUTR Index Roll Information - August 21, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1551.758 | 1550 | 1M 0.08 |
CBOE PWT Index Roll Information - August 21, 2020
| 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 | 3389.66 | 3385 |
1M 0.08 3M 0.11 |
CBOE PUT Index Roll Information - August 21, 2020
| 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 | 3389.66 | 3385 |
1M 0.08 3M 0.11 |
CBOE PWT Index Roll Information - August 21, 2020
| 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 | 3389.66 | 3385 | 64.381222 | 0.544411492 |
1M 0.08 3M 0.11 |
CBOE PUT Index Roll Information - August 21, 2020
| 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 | 3389.66 | 3385 | 64.699656 | 0.552304896 |
1M 0.08 3M 0.11 |
CBOE BuyWrite Index Roll Information - August 21, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 3389.66 | 3390 | ||
| BXD | CBOE Dow Jones BuyWrite Index | 278.05 | 279 | ||
| BXN | CBOE Nasdaq-100 BuyWrite Index | 11551.38 | 11575 | ||
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 3389.66 | 3460 | ||
| BXR | CBOE Russell 2000 BuyWrite Index | 1551.758 | 1560 |
CBOE PUT Index Roll Information - July 17, 2020
| 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 | 3217.83 | 3215 | 86.351262 | 0.570344688 |
1M 0.12 3M 0.12 |
CBOE BXRT Index Roll Information - July 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1473.5166 | 1550 | 28.2 | 1M 0.12 |
CBOE BuyWrite Index Roll Information - July 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 3217.83 | 3220 | 83.2723183391003 | 3220.55825836216 |
| BXD | CBOE Dow Jones BuyWrite Index | 267.15 | 270 | 6.2 | 267.03 |
| BXN | CBOE Nasdaq-100 BuyWrite Index | 10608.09 | 10625 | 355.840682414698 | 10623.405695538 |
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 3217.83 | 3285 | 47.9350453172205 | 3218.46634441087 |
| BXR | CBOE Russell 2000 BuyWrite Index | 1473.5166 | 1480 | 58.6522935779816 | 1477.08168623853 |
CBOE S&P 500 Iron Condor Index Roll Information - July 17, 2020
| 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 | 2665 | 2995 | 3370 | 3530 |
CBOE BXRT Index Roll Information - July 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1473.5166 | 1550 | 1M 0.12 |
CBOE PUTR Index Roll Information - July 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1473.5166 | 1470 | 1M 0.12 |
CBOE PWT Index Roll Information - July 17, 2020
| 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 | 3217.83 | 3215 |
1M 0.12 3M 0.12 |
CBOE PUT Index Roll Information - July 17, 2020
| 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 | 3217.83 | 3215 |
1M 0.12 3M 0.12 |
CBOE PUTR Index Roll Information - July 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1473.5166 | 1470 | 56.1 | 1M 0.12 |
CBOE PWT Index Roll Information - July 17, 2020
| 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 | 3217.83 | 3215 | 86.194222 | 0.562247385 |
1M 0.12 3M 0.12 |
CBOE BuyWrite Index Roll Information - July 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 3217.83 | 3220 | ||
| BXD | CBOE Dow Jones BuyWrite Index | 267.15 | 270 | ||
| BXN | CBOE Nasdaq-100 BuyWrite Index | 10608.09 | 10625 | ||
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 3217.83 | 3285 | ||
| BXR | CBOE Russell 2000 BuyWrite Index | 1473.5166 | 1480 |
CBOE PUT Index Roll Information - June 19, 2020
| 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 | 3133.45 | 3130 | 88.789526 | 0.570030109 |
1M 0.13 3M 0.12 |
CBOE BXRT Index Roll Information - June 19, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1439.6586 | 1525 | 23 | 1M 0.13 |
CBOE PUTR Index Roll Information - June 19, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1439.6586 | 1435 | 65.3 | 1M 0.13 |
CBOE BuyWrite Index Roll Information - June 19, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 3133.45 | 3135 | 77.9102564102564 | 3114.55084249084 |
| BXD | CBOE Dow Jones BuyWrite Index | 262.18 | 265 | 6.45 | 261.83 |
| BXN | CBOE Nasdaq-100 BuyWrite Index | 10087.35 | 10100 | 276.843287037037 | 10083.2272453703 |
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 3133.45 | 3200 | 48.6170846394984 | 3130.05567398119 |
| BXR | CBOE Russell 2000 BuyWrite Index | 1439.6586 | 1440 | 62.7088235294117 | 1437.78999313725 |
CBOE BXRT Index Roll Information - June 19, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1439.6586 | 1525 | 1M 0.13 |
CBOE PUTR Index Roll Information - June 19, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1439.6586 | 1435 | 1M 0.13 |
CBOE PWT Index Roll Information - June 19, 2020
| 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 | 3133.45 | 3130 |
1M 0.13 3M 0.12 |
CBOE PUT Index Roll Information - June 19, 2020
| 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 | 3133.45 | 3130 |
1M 0.13 3M 0.12 |
CBOE S&P 500 Iron Condor Index Roll Information - June 19, 2020
| 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 | 2575 | 2905 | 3290 | 3440 |
CBOE PWT Index Roll Information - June 19, 2020
| 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 | 3133.45 | 3130 | 88.823111 | 0.561965482 |
1M 0.13 3M 0.12 |
CBOE BuyWrite Index Roll Information - June 19, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 3133.45 | 3135 | ||
| BXD | CBOE Dow Jones BuyWrite Index | 262.18 | 265 | ||
| BXN | CBOE Nasdaq-100 BuyWrite Index | 10087.35 | 10100 | ||
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 3133.45 | 3200 | ||
| BXR | CBOE Russell 2000 BuyWrite Index | 1439.6586 | 1440 |
CBOE PUT Index Roll Information - May 15, 2020
| 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 | 2831.62 | 2830 | 105.020968 | 0.612513994 |
1M 0.09 3M 0.12 |
CBOE PUTR Index Roll Information - May 15, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1242.3103 | 1240 | 66.9 | 1M 0.09 |
CBOE BuyWrite Index Roll Information - May 15, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 2831.62 | 2835 | 99.4638075313807 | 2840.11532078103 |
| BXD | CBOE Dow Jones BuyWrite Index | 234.74 | 235 | 8.2 | 234.34 |
| BXN | CBOE Nasdaq-100 BuyWrite Index | 8984.75 | 9000 | 338.29720670391 | 8995.91731843575 |
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 2831.62 | 2890 | 64.3415714285714 | 2830.36238571428 |
| BXR | CBOE Russell 2000 BuyWrite Index | 1242.3103 | 1245 | 68.6288659793814 | 1245.95331340206 |
CBOE S&P 500 Iron Condor Index Roll Information - May 15, 2020
| 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 | 2240 | 2575 | 3000 | 3135 |
CBOE BXRT Index Roll Information - May 15, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1242.3103 | 1335 | 1M 0.09 |
CBOE PUTR Index Roll Information - May 15, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1242.3103 | 1240 | 1M 0.09 |
CBOE PWT Index Roll Information - May 15, 2020
| 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 | 2831.62 | 2830 |
1M 0.09 3M 0.12 |
CBOE PUT Index Roll Information - May 15, 2020
| 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 | 2831.62 | 2830 |
1M 0.09 3M 0.12 |
CBOE BXRT Index Roll Information - May 15, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1242.3103 | 1335 | 26.9 | 1M 0.09 |
CBOE PWT Index Roll Information - May 15, 2020
| 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 | 2831.62 | 2830 | 104.339833 | 0.603841648 |
1M 0.09 3M 0.12 |
CBOE BuyWrite Index Roll Information - May 15, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 2831.62 | 2835 | ||
| BXD | CBOE Dow Jones BuyWrite Index | 234.74 | 235 | ||
| BXN | CBOE Nasdaq-100 BuyWrite Index | 8984.75 | 9000 | ||
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 2831.62 | 2890 | ||
| BXR | CBOE Russell 2000 BuyWrite Index | 1242.3103 | 1245 |
CBOE BXRT Index Roll Information - April 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1214.4226 | 1305 | 29.4 | 1M 0.14 |
CBOE PUTR Index Roll Information - April 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1214.4226 | 1210 | 67.3 | 1M 0.14 |
CBOE BuyWrite Index Roll Information - April 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 2840.1 | 2845 | 102.632345132743 | 2842.87731858407 |
| BXD | CBOE Dow Jones BuyWrite Index | 239.03 | 240 | 9.675 | 239.345 |
| BXN | CBOE Nasdaq-100 BuyWrite Index | 8778.78 | 8800 | 316.042452830188 | 8760.92317610062 |
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 2840.1 | 2900 | 72.0488146551724 | 2840.91195043103 |
| BXR | CBOE Russell 2000 BuyWrite Index | 1214.4226 | 1215 | 72.1821052631579 | 1218.45601473684 |
CBOE BXRT Index Roll Information - April 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1214.4226 | 1305 | 1M 0.14 |
CBOE S&P 500 Iron Condor Index Roll Information - April 17, 2020
| 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 | 2230 | 2575 | 3030 | 3175 |
CBOE PUTR Index Roll Information - April 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1214.4226 | 1210 | 1M 0.14 |
CBOE PUT Index Roll Information - April 17, 2020
| 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 | 2840.1 | 2840 |
1M 0.14 3M 1.55 |
CBOE PWT Index Roll Information - April 17, 2020
| 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 | 2840.1 | 2840 |
1M 0.14 3M 1.55 |
CBOE PWT Index Roll Information - April 17, 2020
| 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 | 2840.1 | 2840 | 109.321 | 0.582018072 |
1M 0.14 3M 1.55 |
CBOE PUT Index Roll Information - April 17, 2020
| 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 | 2840.1 | 2840 | 109.877738 | 0.590229438 |
1M 0.14 3M 1.55 |
CBOE BuyWrite Index Roll Information - April 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 2840.1 | 2845 | ||
| BXD | CBOE Dow Jones BuyWrite Index | 239.03 | 240 | ||
| BXN | CBOE Nasdaq-100 BuyWrite Index | 8778.78 | 8800 | ||
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 2840.1 | 2900 | ||
| BXR | CBOE Russell 2000 BuyWrite Index | 1214.4226 | 1215 |
CBOE BXRT Index Roll Information - March 20, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1086.7674 | 1175 | 18.3 | 1M 0.04 |
CBOE PUTR Index Roll Information - March 20, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1086.7674 | 1085 | 83 | 1M 0.04 |
CBOE BuyWrite Index Roll Information - March 20, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 2450.76 | 2455 | 108.764285714285 | 2385.56155279503 |
| BXD | CBOE Dow Jones BuyWrite Index | 204.88 | 205 | 11.6 | 201.38 |
| BXN | CBOE Nasdaq-100 BuyWrite Index | 7482.82 | 7500 | 356.805882352941 | 7358.64279411764 |
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 2450.76 | 2500 | 93.5960698689956 | 2400.65887918486 |
| BXR | CBOE Russell 2000 BuyWrite Index | 1086.7674 | 1090 | 52.1291666666666 | 1062.87772083333 |
CBOE S&P 500 Iron Condor Index Roll Information - March 20, 2020
| 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 | 1775 | 2140 | 2710 | 2935 |
CBOE BXRT Index Roll Information - March 20, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1086.7674 | 1175 | 1M 0.04 |
CBOE PUTR Index Roll Information - March 20, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1086.7674 | 1085 | 1M 0.04 |
CBOE PWT Index Roll Information - March 20, 2020
| 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 | 2450.76 | 2450 |
1M 0.04 3M 1.55 |
CBOE PUT Index Roll Information - March 20, 2020
| 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 | 2450.76 | 2450 |
1M 0.04 3M 1.55 |
CBOE PWT Index Roll Information - March 20, 2020
| 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 | 2450.76 | 2450 | 170.70889 | 0.647959391 |
1M 0.04 3M 1.55 |
CBOE PUT Index Roll Information - March 20, 2020
| 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 | 2450.76 | 2450 | 168.5476 | 0.656966464 |
1M 0.04 3M 1.55 |
CBOE BuyWrite Index Roll Information - March 20, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 2450.76 | 2455 | ||
| BXD | CBOE Dow Jones BuyWrite Index | 204.88 | 205 | ||
| BXN | CBOE Nasdaq-100 BuyWrite Index | 7482.82 | 7500 | ||
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 2450.76 | 2500 | ||
| BXR | CBOE Russell 2000 BuyWrite Index | 1086.7674 | 1090 |
CBOE S&P 500 Iron Condor Index Roll Information - February 21, 2020
| 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 | 2970 | 3195 | 3430 | 3490 |
CBOE PUT Index Roll Information - February 21, 2020
| 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 | 3340.54 | 3340 | 48.796012 | 0.614043137 |
1M 1.58 3M 1.55 |
CBOE BXRT Index Roll Information - February 21, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1677.651 | 1715 | 13.4 | 1M 1.58 |
CBOE PUTR Index Roll Information - February 21, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1677.651 | 1675 | 25.8 | 1M 1.58 |
CBOE BuyWrite Index Roll Information - February 21, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 3340.54 | 3345 | 50.4336593317033 | 3343.40458027709 |
| BXD | CBOE Dow Jones BuyWrite Index | 289.65 | 290 | 4.85 | 290.29 |
| BXN | CBOE Nasdaq-100 BuyWrite Index | 9498.59 | 9500 | 216.788339222614 | 9512.72660777385 |
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 3340.54 | 3410 | 17.0314185228604 | 3346.51923798358 |
| BXR | CBOE Russell 2000 BuyWrite Index | 1677.651 | 1680 | 31.027027027027 | 1682.9448 |
CBOE BXRT Index Roll Information - February 21, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1677.651 | 1715 | 1M 1.58 |
CBOE PUTR Index Roll Information - February 21, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1677.651 | 1675 | 1M 1.58 |
CBOE PWT Index Roll Information - February 21, 2020
| 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 | 3340.54 | 3340 |
1M 1.58 3M 1.55 |
CBOE PUT Index Roll Information - February 21, 2020
| 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 | 3340.54 | 3340 |
1M 1.58 3M 1.55 |
CBOE PWT Index Roll Information - February 21, 2020
| 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 | 3340.54 | 3340 | 48.383444 | 0.605050802 |
1M 1.58 3M 1.55 |
CBOE BuyWrite Index Roll Information - February 21, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 3340.54 | 3345 | ||
| BXD | CBOE Dow Jones BuyWrite Index | 289.65 | 290 | ||
| BXN | CBOE Nasdaq-100 BuyWrite Index | 9498.59 | 9500 | ||
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 3340.54 | 3410 | ||
| BXR | CBOE Russell 2000 BuyWrite Index | 1677.651 | 1680 |
CBOE BuyWrite Index Roll Information - January 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 3322.89 | 3325 | 39.3664716748768 | 3324.18030788177 |
| BXD | CBOE Dow Jones BuyWrite Index | 293.44 | 294 | 3.1 | 293.32 |
| BXN | CBOE Nasdaq-100 BuyWrite Index | 9136.3 | 9140 | 151.558839528558 | 9130.70159564823 |
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 3322.89 | 3390 | 10.9244215938303 | 3322.69110539845 |
| BXR | CBOE Russell 2000 BuyWrite Index | 1701.4794 | 1705 | 25.6 | 1702.57864 |
CBOE PUT Index Roll Information - January 17, 2020
| 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 | 3322.89 | 3320 |
1M 1.51 3M 1.52 |
CBOE PWT Index Roll Information - January 17, 2020
| 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 | 3322.89 | 3320 |
1M 1.51 3M 1.52 |
CBOE S&P 500 Iron Condor Index Roll Information - January 17, 2020
| 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 | 3025 | 3210 | 3395 | 3460 |
CBOE BXRT Index Roll Information - January 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1701.4794 | 1735 | 1M 1.51 |
CBOE PUTR Index Roll Information - January 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1701.4794 | 1700 | 1M 1.51 |
CBOE PWT Index Roll Information - January 17, 2020
| 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 | 3322.89 | 3320 |
1M 1.51 3M 1.52 |
CBOE PUT Index Roll Information - January 17, 2020
| 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 | 3322.89 | 3320 |
1M 1.51 3M 1.52 |
CBOE PWT Index Roll Information - January 17, 2020
| 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 | 3322.89 | 3320 | 38.95372 | 0.599143269 |
1M 1.51 3M 1.54 |
CBOE PUT Index Roll Information - January 17, 2020
| 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 | 3322.89 | 3320 | 39.0619 | 0.6079715 |
1M 1.51 3M 1.54 |
CBOE BXRT Index Roll Information - January 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| BXRT | CBOE Russel 2000 30-Delta BuyWrite v2 Index | 1701.4794 | 1735 | 12 | 1M 1.51 |
CBOE PUTR Index Roll Information - January 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | CBOE Russell 2000 PUTR Index | 1701.4794 | 1700 | 23.4 | 1M 1.51 |
CBOE BuyWrite Index Roll Information - January 17, 2020
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | CBOE S&P 500 BuyWrite Index | 3322.89 | 3325 | ||
| BXD | CBOE Dow Jones BuyWrite Index | 293.44 | 294 | ||
| BXN | CBOE Nasdaq-100 BuyWrite Index | 9136.3 | 9140 | ||
| BXY | CBOE S&P 500 2% OTM BuyWrite Index | 3322.89 | 3390 | ||
| BXR | CBOE Russell 2000 BuyWrite Index | 1701.4794 | 1705 |