SP futures vs. ES futures vs. SPX options

Discussion in 'Financial Futures' started by UVXY20, Dec 7, 2020.

  1. UVXY20


    Any virtues in going big and selling SP futures besides fewer commissions?
  2. Hi,

    This probably has nothing to do with your above question, but I am looking for the E-Mini, daily volume for the month of August 2020, and I can't fucking find it. I would like to see it day by day (eVol is cool, as well).

    Any help appreciated...
  3. There is no virtue to SP futures because there is no volume.

    On 04 December 2020 GLOBEX volume was zero and PNT/CLEARPORT volume was 1,700 as EFP.

    The ES is the market.
  4. Buy1Sell2


    The advantage of ES is that you don't have to borrower shares to short.
  5. newwurldmn


    bigs are only traded as rolls and efp. All the liquidity is in the minis.
    eternaldelight likes this.
  6. Sig


    For the SPX part of your question, keep in mind SPX options are cash settled and ES FOP settle into the future. Which doesn't matter if you don't plan to hold into the last day or two before expiration. But if you do you'll need the full amount to buy the underlying in your account with ES FOPs that may end up ITM, where as with SPX options you don't need anything more than what you paid to buy the option.