CBOE BuyWrite Index Roll Information

CBOE PutWrite Index Roll Information - November 16, 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 1348.78 1345 26.16905 0.901538 1m 0.1225
3m 0.0775

 

  VIX Snapshot

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