CBOE S&P 500 Put Option Index
expiring puts. New puts are sold and the total net cash balance is now reinvested at the three-month Treasury bill rate. This cycle is repeated from thereon. Final Settlement Price of Expiring Put Options At expiration, the put options are settled to a Special Opening Quotation (SOQ, ticker “SET”) of the S&P 5004. The SOQ is a special ... ................
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