CBOE BuyWrite Index Roll Information

CBOE PutWrite Index Roll Information - Jun 20, 2014

 

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 1962.71 1960 17.07969 0.74449140 3m 0.0225
1m 0.0025

 

  VIX Snapshot

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