Thursday, January 20, 2011

How Options Expiration Affects Index Futures: January 2011 Expiration

How Options Expiration Affects Index Futures: January 2011 ExpirationSocialTwist Tell-a-Friend
Taking advantage of market data can help traders anticipate where a trade may go.  This video discusses the interaction between SPX index options expiration and S&P 500 futures.  The SPX options open interest tonight may dictate how futures trade at the open in the morning on Friday.  As off-the-floor traders in our HFT chatroom, we use this data to trade the S&P emini futures during the opening hour.  The data from OCC shows huge open interest at 1275.00 strike on SPX January options.  Meanwhile, the S&P cash closed at 1280.  There is a 5 point spread that's expected tomorrow morning for the market open.



This video was filmed at the CME Group. Follow the CME Group on twitter http://twitter.com/cmegroup

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