SET: CBOE S&P 500 Index Options

Discussion in 'Trading' started by pcvix, Dec 21, 2007.

  1. pcvix


    If anyone has an angle on whether the current surge in S & P futures may be partly related to how the exercise-settlement value (SET) of CBOE S&P 500 index options is determined this morning, your views would be most welcome.
  2. Settlement at 1475.00 would be random. Settlement at 1500 would be a conspiracy of the highest order.
  3. Anybody mentioning the expression "conspiracy" on ET ? :D
  4. You and her in NYC at X-Mas would be an unlikely conspiracy. :p