SPX options - Dividends

Discussion in 'Options' started by ben111, Sep 28, 2009.

  1. ben111

    ben111

  2. ben111

    ben111

    ...or is the S&P 500 (underlying of SPX options) regularly adjusted for dividends?
     
  3. MTE

    MTE

    Yes, most likely it is the effect of dividends (your link doesn't work).

    No, SPX options are not adjusted for dividends.
     
  4. ben111

    ben111

    @MTE

    Thanks a lot for your reply.

    Just wondered if SPX options are influenced by S&P 500 dividends cause implied vols at same strikes/exp. are different.