NYSE AMERICAN OPTIONS: CASH-SETTLED FLEX ETF OPTIONS AVAILABLE AUGUST 2023

Discussion in 'Options' started by ETJ, Jul 6, 2023.

  1. ETJ

    ETJ

    07/06/2023, 16:09:22 EDT
    NYSE AMERICAN OPTIONS: CASH-SETTLED FLEX ETF OPTIONS AVAILABLE AUGUST 2023
    Summary


    Beginning on August 1, 2023, pursuant to NYSE American Options Rule 903G(c)(3)(ii), the following symbols will be eligible to have cash settlement as a flexible term.



    Symbol

    Name

    AGG

    iShares Core U.S. Aggregate Bond ETF

    ARKK

    ARK Innovation ETF

    BIL

    SPDR Bloomberg 1-3 Month T-Bill ETF

    EEM

    iShares MSCI Emerging Markets ETF

    EFA

    iShares MSCI EAFE ETF

    EMB

    iShares J.P. Morgan USD Emerging Markets Bond ETF

    EWZ

    iShares MSCI Brazil ETF

    FXI

    iShares China Large-Cap ETF

    GDX

    VanEck Gold Miners ETF

    GLD

    SPDR Gold Shares

    HYG

    iShares iBoxx $ High Yield Corporate Bond ETF

    IEF

    iShares 7-10 Year Treasury Bond ETF

    IEFA

    iShares Core MSCI EAFE ETF

    IEMG

    iShares Core MSCI Emerging Markets ETF

    IWM

    iShares Russell 2000 ETF

    IYR

    iShares U.S. Real Estate ETF

    JNK

    SPDR Bloomberg High Yield Bond ETF

    KRE

    SPDR S&P Regional Banking ETF

    KWEB

    KraneShares CSI China Internet ETF

    LQD

    iShares iBoxx $ Investment Grade Corporate Bond ETF

    QQQ

    Invesco QQQ Trust

    SMH

    VanEck Semiconductor ETF

    SOXL

    Direxion Daily Semiconductor Bull 3x Shares

    SOXS

    Direxion Daily Semiconductor Bear 3x Shares

    SPXL

    Direxion Daily S&P 500 Bull 3X Shares

    SPY

    SPDR S&P 500 ETF Trust

    SQQQ

    ProShares UltraPro Short QQQ

    TLT

    iShares 20+ Year Treasury Bond ETF

    TQQQ

    ProShares UltraPro QQQ

    XBI

    SPDR S&P Biotech ETF

    XLE

    Energy Select Sector SPDR Fund

    XLF

    Financial Select Sector SPDR Fund

    XLI

    Industrial Select Sector SPDR Fund

    XLK

    Technology Select Sector SPDR Fund

    XLP

    Consumer Staples Select Sector SPDR Fund

    XLU

    Utilities Select Sector SPDR Fund

    XLV

    Health Care Select Sector SPDR Fund

    XLY

    Consumer Discretionary Select Sector SPDR Fund

    XOP

    SPDR S&P Oil & Gas Exploration & Production ETF





    Additional Details


    The Exchange will conduct a bi-annual review on January 1 and July 1 of each year to determine eligibility based upon the trading volumes of underlying ETFs for the first half and second half of each calendar year. To qualify, the underlying security must have an average daily notional value of $500 million or more and a national average daily volume of at least 4,680,000 shares (measured over the prior 6-month period). If more than 50 ETFs satisfy the notional value and trading volume requirements, the Exchange will select the top 50 ETFs that have the highest average daily volume.



    If an underlying ETF ceases to satisfy the criteria, any new position overlying such ETF will only settle by physical delivery, and any open cash-settled FLEX ETF Option positions may be traded only to close the position.



    Pursuant to Rule 906G(b)(ii), positions in such cash-settled FLEX Equity Options will be aggregated with positions in physically-settled options on the same underlying ETF for the purpose of calculating the position limits set forth in Rule 904, and the exercise limits set forth in Rule 905.



    Pursuant to Commentary .01 to Rule 903G, settlement style (cash/physical) is not considered when determining whether a FLEX Option is permitted based upon Non-FLEX Options already being available for trading on the same underlying security. The following FLEX Options symbology will apply:



    ·3 = American exercise, cash settlement; and

    ·4 = European exercise, cash settlement.
     
  2. TheDawn

    TheDawn

    Nice!! But one question though: For SPY that's actually dividend-paying, how would the cash-settlement work? Would they still be able to calculate how much dividend is to be paid out according to how many shares you would get even though the p&l is cash-settled? Or would you be able to choose between cash settlement and physical settlement?
     
  3. mervyn

    mervyn

    Already priced into the options.
     
  4. mervyn

    mervyn

    I am shock, new gamble table just open, welcome to indian tribe.
     
  5. TheDawn

    TheDawn

    That's a stereotype. And the correct term is not Indian; it's Native Americans. And it's not new "gamble table". It's just proving more options (no pun intended) for settlement of financial instruments making them more versatile.