CBOE BuyWrite Index Roll Information

CBOE PutWrite Index Roll Information - July 19, 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 1687.94 1685 21.14167 0.777566 1m 0.0025
3m 0.0325

 

  VIX Snapshot

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