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
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