congratulations Coach. PS great thread!
Also direct from the CBOE website: Settlement of Option Exercise: The exercise-settlement value, SET, is calculated using the opening...
This is taken from the CBOE website under the data tab. "June 2005 SETTLEMENT VALUES S&P 100 (OEX): 572.34 S&P 500 (SET): 1222.68...
Thursday June 16, 2005 SPX close $1210.96 Friday June 17, 2005 SPX SET $1222.68
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