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CBOE BuyWrite Index Roll Information

BOE PutWrite Index Roll Information - July 18, 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 1970.29 1970  20.40083
 0.748476337
3m 0.0225
1m 0.0175




CBOE Volatility Index (VIX)