CBOE BuyWrite Index Roll Information

 

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 1721.27 1720 23.78205 0.771875 1m 0.0175
3m 0.05

 

  VIX Snapshot

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