CBOE PutWrite Index Roll Information - January 18, 2013
Index
| Name
| Reference Price
| New Option Strike Price
| New Option VWAP Price
| Number of Puts Sold
| TBill Discount Rates
|
| PUT |
CBOE S&P 500 PutWrite Index |
1478.18 |
1475 |
17.9599
|
0.84827
|
1m 0.0275 3m 0.0775 |