CBOE BuyWrite Index Roll Information

CBOE PutWrite Index Roll Information - March 15, 20133

 

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 1559.54 1555     1m 0.0725
3m 0.1025

 

  VIX Snapshot

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