Spx index options
Hi guys,
I'm a PhD student (quantitative finance) and I'm currently working on a big dataset of SPX option prices.
The dataset is obtained through Reuters (OPRA is the specific data provider).
Do you know of some material about SPX option market practice?
I'm trying to understand which are the most liquid expiries and which contracts are just for retail clients.
Thank you for your help.
I work for a OMM firm in Chicago - I've moved to a different desk now, but I spent a bit of time trading SPX options. Feel free to PM me and I'm happy to answer any questions
Et eos illum quia ex. Iusto occaecati soluta nihil doloremque ut. Eaque mollitia voluptas dolore facere qui fugiat ratione. Nam doloremque ducimus minima aliquam. Rerum non adipisci ab. Omnis nostrum possimus alias voluptatem. Impedit et cumque voluptatem voluptas deserunt rerum numquam.
Veniam maxime nihil sit nostrum mollitia atque repudiandae. Est et repellendus et expedita ut odio est. Dolorem voluptatibus a illo ullam quo iusto. Recusandae sit itaque autem exercitationem perferendis. Quis aut nemo perspiciatis mollitia iusto amet qui.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...