CBOE BuyWrite Index Roll Information

CBOE PutWrite Index Roll Information - Nov 15, 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 1793.5 1790 22.9898 0.75957 3m 0.0775
1m 0.0525

 

  VIX Snapshot

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