calculation of ES options exercise price

Discussion in 'Options' started by garbo, Dec 18, 2005.

  1. garbo

    garbo

    Anybody know how the final price of ES options is calculated? I am thinking about the December expiration. It looks like the fixing price was 1,274.84, but I can't figure out how that is calculated.
     
  2. garbo

    garbo

    Anybody? I can't find the info on the CME site. It should be obvious but isn't.