OVERVIEW
The Rampart Time Premium Index (RTPI) is comprised of a Composite Call Component and a Composite Put Component. Each reflects the average premium available from a hypothetical, 6-month, at-the-money call and put equity option, respectively. These metrics are derived from the weekly analysis of market prices and implied volatilities of equity options (typically > 300,000) on all listed optionable stocks (typically > 2,800).
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