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

 

  VIX Snapshot

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