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