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CBOE BuyWrite Index Roll Information


CBOE PutWrite Index Roll Information - february 15, 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 1523.27 1520
          17.72076

        0.83293
1m 0.09
3m 0.1025


CBOE Volatility Index (VIX)