CBOE BuyWrite Index Roll Information

CBOE PutWrite Index Roll Information - September 21, 2012

 

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 1463.94 1460 16.99703 0.858231 1m 0.0525
3m 0.0875

 

  VIX Snapshot

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