12.07.2015 Views

An Introduction to The CBOE S&P 500 PutWrite Index - CBOE.com

An Introduction to The CBOE S&P 500 PutWrite Index - CBOE.com

An Introduction to The CBOE S&P 500 PutWrite Index - CBOE.com

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Collateralized Short Put One Month P/LP/LS&P Value at 1-Month Option ExpirationA: Possible Month-End P/L for the Collateralized Put PositionB: Possible Month-End P/L for the Long S&P <strong>500</strong> PositionC: Amount of Premium Received for the Sale of the Put Option7

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