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

 

  VIX Snapshot

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