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.

280 WSO Academy Sales & Trading Session Reviews: 4.85/5

Class of '28 Aug 2026 Cohort

5.00/5

Sales & Trading Career Roadmap (optional)

“John listened before giving advice. I told him I had accepted an offer at Bank of America but was still interested in JLL and Wellington. Instead of telling me what to do, he asked what I wanted from my career and helped me think about which path would give me more options. I also liked that he was honest about what he knew and didn’t know. He gave me a clear reason to keep working toward JLL, while reminding me that Bank of America was still a good place to start. When I practiced my interview answer, he told me what worked and gave me one simple way to improve it. That made the feedback easy to use. Most of all, John made me feel less stressed about figuring everything out right now. He offered to help with a mock interview too, which meant a lot to me. ”

Class of '28 Apr 2026 Cohort

5.00/5

Sales & Trading Mock Interview

“The mentor provided extremely detailed and thoughtful feedback throughout our session. What I appreciated most was that the advice was not generic. He took the time to understand my background, past experiences, and the specific roles I am currently recruiting for, and then tailored his suggestions accordingly. He also connected many of his recommendations to his own professional background and experiences, which made the feedback much more practical and credible. Instead of simply telling me what to change, he explained why certain answers or approaches would be more effective and how an interviewer might interpret them. He also shared specific examples from his own experience to illustrate his points. I came away from the session with a much clearer understanding of both my strengths and the areas I should improve, as well as several concrete ways to strengthen my interview preparation. Overall, the session was extremely helpful, personalized, and actionable, and I would definitely work with him again.”

See All 11,153 WSO Academy Reviews

2 Comments

Tryna Trade

HF

7y

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

Reply

Quote

Report

Other

Authored by: Certified Hedge Fund Professional - 3rd+ Year AnalystCertified Hedge Fund Pro

tradingonwheels

ST

7y

Laudantium voluptatem dolor fuga nostrum facere exercitationem voluptates. Qui ad dicta et exercitationem nostrum. Architecto earum delectus inventore.

Quo error ratione commodi accusantium quae facilis quibusdam iste. Excepturi voluptatem ab similique nam cum aut. Quis hic ducimus consectetur quis distinctio aut impedit in. Laborum et reiciendis et voluptate adipisci.

Reply

Quote

Report

Other

Authored by: Certified Sales & Trading Professional - TraderCertified Sales & Trading Pro

+12	Rates Vol TA -> FO Macro Sales?	2	2d
+9	Dubai trading desk to NYC?	2	1d
+9	corp derivs sales in Canada - good seat or dead end?	1	2d
+6	Sales and Trading Recruitment for Summer 2028	3	3d
+3	I am an agri commodity trader in a top firm, ask me anything.	2	1d

1	redever	99.2
2	kanon	99.0
3	Secyh62	99.0
4	BankonBanking	99.0
5	dosk17	98.9
6	GameTheory	98.9
7	DrApeman	98.9
8	Betsy Massar	98.9
9	CompBanker	98.9
10	numi	98.8

Elite Career Bootcamp. Top Job Offer Guaranteed.

Elite Career Bootcamp. Top Job Offer Guaranteed.

Spx index options

Score Breakdown

Feedback

Score Breakdown

Feedback

Elite Career Bootcamp. Top Job Offer Guaranteed.

Elite Career Bootcamp. Top Job Offer Guaranteed.

Spx index options

See All Comments - 100% Free

Trending Content - Sales and Trading Forum