CBOE BuyWrite Index Roll Information

CBOE PutWrite Index Roll Information - June 21, 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 1590.49 1590 38.03242 0.813666 1m 0.0125
3m 0.0325
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