Showing posts with label SPX options open interest. Show all posts
Showing posts with label SPX options open interest. Show all posts

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

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