CBOE BuyWrite Index Roll Information

CBOE 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

 

  VIX Snapshot

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