S&P500 Options expiring on last trading day of the month

Discussion in 'Options' started by ChrisM, Mar 21, 2006.

  1. arbat

    arbat

    Anyone still trading EOM ES, any change from previous posts?
     
    #51     Aug 6, 2007
  2. ktm

    ktm

    I still trade them.

    Volume is still less than the mid month, but more and more people are discovering them every month.

    Spreads are also still a bit wider and there are fewer MMs...but it's getting better.

    On a related note, IB completely botched the settlement for July - not settling until after the 8/1 close and then at the 8/1 closing price instead of the 7/31 price. Keep an eye on your broker if you are riding them into expiry.

    The guys at Man didn't even know that these options existed until a few months ago. They have now been added to a few of their platforms.

    The EOMs are of much higher value during high VIX periods if you are someone who is typically short volatility.
     
    #52     Aug 6, 2007
  3. swag

    swag

    Hi, is anyone trading these still? What's the ticker symbol on thinkorswim??
     
    #53     Oct 11, 2011