Benchmark Index Roll Information
Cboe PWT Index Roll Information - January 17, 2025
| 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 | 6002.99 | 6000 | 79.24399999999984 | 0.5171622023939908 | 1M 4.24 3M 4.41 |
Cboe PUTR Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | TBill Discount Rates |
|---|---|---|---|---|---|
| PUTR | Cboe Russell 2000 PUTR Index | 2282.9113 | 2280 | 48.3 | 1M 4.24 |
Cboe PUT Index Roll Information - January 17, 2025
| 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 | 6002.99 | 6000 | 79.3 | 0.5257960262834298 | 1M 4.24 3M 4.41 |
Cboe CLL1M Index Roll Information - January 17, 2025
| 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 | 6002.99 | 5705 | 6005 | 21.69722222222222 | 104.63460095497953 | 6009.089554911324 |
Cboe BXY Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXY | Cboe S&P 500 2% OTM BuyWrite Index | 6002.99 | 6125 | 44.733333333333334 | 6009.863333333333 |
Cboe BXRT Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRT | Cboe Russell 2000 30-Delta BuyWrite V2 Index | 2282.9113 | 2360 | 21.4 | 2279.6098 |
Cboe BXRH Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXRH | Cboe Russell 2000 Half BuyWrite Index | 2282.9113 | 2285 | 52.88335368335368 | 2280.3624035002035 |
Cboe BXR Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXR | Cboe Russell 2000 BuyWrite Index | 2282.9113 | 2285 | 52.88335368335368 | 2280.3621492470493 |
Cboe BXNTU Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXNTU | Cboe NASDAQ-100 BuyWrite V2 UCITS Index | 21441.07977 | 21450 | 482.88204874999997 | 21465.293581249996 |
Cboe BXNT Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 21441.07977 | 21450 | 496.26483242753625 | 21461.92376175045 |
Cboe BXNH Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXNH | Cboe NASDAQ-100 Half BuyWrite V2 Index | 21441.07977 | 21450 | 496.26483242753625 | 21461.92376175045 |
Cboe BXN Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXN | Cboe NASDAQ-100 BuyWrite Index | 21441.07977 | 21450 | 496.26483242753625 | 21461.92376175045 |
Cboe BXMU Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option TWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXMU | Cboe S&P 500 BuyWrite 15% WHT | 6002.99 | 6005 | 102.60375825 | 6453.62125 |
Cboe BXMH Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXMH | Cboe S&P 500 Half BuyWrite Index | 6002.99 | 6005 | 104.63460095497953 | 6009.089554911324 |
Cboe BXM Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXM | Cboe S&P 500 BuyWrite Index | 6002.99 | 6005 | 104.63460095497953 | 6009.08906207367 |
Cboe BXESG Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option Bid Price | Underlying Index Roll Price |
|---|---|---|---|---|---|
| BXESG | Cboe S&P 500 ESG BuyWrite Index | 526.05 | 530 | 6.7 | 526.67 |
Cboe BXDEH Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index TWAP |
|---|---|---|---|---|---|
| BXDEH | Cboe DJIA Half BuyWrite Index | 435.54 | 440 | 4.550195160031226 | 435.34899999999993 |
Cboe BXDE Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXDE | DJIA Cboe BuyWrite V2 Index | 435.54 | 440 | 4.550195160031226 | 436.08445745511324 |
Cboe BXD Index Roll Information - January 17, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price | Underlying Index VWAP |
|---|---|---|---|---|---|
| BXD | Cboe DJIA BuyWrite Index | 435.54 | 440 | 4.524053452115813 | 436.00913140311803 |
Cboe BXRT Index Roll Information - January 16, 2025
| 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 | 1/16/2025 | 1/17/2025 | 2266.9687 | 0.15 |
Cboe BXQD Index Roll Information - January 16, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXQD | Cboe QDIV ATM BuyWrite Index | 35.095 | 35.0 |
Cboe BXPX Index Roll Information - January 16, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXPX | Cboe MLPX ATM BuyWrite Index | 65.25964 | 65.0 |
Cboe BXNT Index Roll Information - January 16, 2025
| Index | Name | Rebalance Date 1 | Rebalance Date 2 | VWAP NDX Rebalance 1 | Old Call VWAP Rebalance 1 |
|---|---|---|---|---|---|
| BXNT | Cboe NASDAQ-100 BuyWrite V2 Index | 1/16/2025 | 1/17/2025 | 21182.458990984782 | 34.04868397493286 |
Cboe BXNH Index Roll Information - January 16, 2025
| 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 | 1/16/2025 | 1/17/2025 | 21182.458990984782 | 34.04868397493286 |
Cboe BXEMG Index Roll Information - January 16, 2025
| Index | Name | REFERENCE VWAP | New Option Strike |
|---|---|---|---|
| BXEMG | Cboe MSCI Emerging Markets IMI BuyWrite Index | 52.08845914905076 | 52.0 |
Cboe BXLVH Index Roll Information - January 16, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLVH | Cboe S&P Health Care Select Sector Half BuyWrite Index | 140.907304461488 | 141 | 2.4998 |
Cboe BXLKH Index Roll Information - January 16, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLKH | Cboe S&P Technology Select Sector Half BuyWrite Index | 232.580737907669 | 235 | 4.3937 |
Cboe BXLFH Index Roll Information - January 16, 2025
| Index | Name | Reference Price | New Option Strike Price | New Option VWAP Price |
|---|---|---|---|---|
| BXLFH | Cboe S&P Financial Select Sector Half BuyWrite Index | 49.635275897787 | 50 | 0.8138 |
Cboe BXWBW Index Roll Information - January 15, 2025
| Index | Name | New Option Strike Price |
|---|---|---|
| BXWBW | Cboe FTSE Russell IWM 2% OTM BuyWrite Index | 2310.0 |
Cboe BXVBW Index Roll Information - January 15, 2025
| Index | Name | New Option Strike Price |
|---|---|---|
| BXVBW | Cboe S&P 500 Enhanced 1% OTM BuyWrite Index | 6010.0 |