CBOE BuyWrite Index Roll Information

CBOE PutWrite Index Roll Information - August 16, 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 1663.04 1660 26.27985
0.788685
1m 0.0375
3m 0.05
  VIX Snapshot

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