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CBOE BuyWrite Index Roll Information

CBOE PutWrite T-W Index Roll Information - July 18, 2014

Index
Name
Reference
Price
New Option Strike Price
New Option TWAP Price
Number of Puts Sold
TBill Discount Rates
PWT CBOE S&P 500 PutWrite T-W Index 1970.29 1970            20.02333         0.74833144 3m 0.0225
1m 0.0175


CBOE Volatility Index (VIX)