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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