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 |