SPX Weekly Options - Settlement Value

Discussion in 'Options' started by ben111, Sep 10, 2010.

  1. ben111



    the settlement value is calculated each friday with the opening prices of the 500 stocks (SET).
    Is there any realtime website where you can see all S&P500 stocks volumes in order to know if SET was calculated?

  2. MTE


    Once the value is calculated it is posted on CBOE's website and you can see it under ticker "SET" with most data providers.

    On the other hand, if you are looking to see the lag between the actual prints in all of the component stocks and the publishing of the settlement value then you can create a watchlist of the component stocks and then keep track of the volume.
  3. ben111



    Thanks for your answer. How long does it nomrally take till the "SET" can be calculated. So takes it on average about 5 minutes after market opens or longer/shorter?
  4. MTE


    SET is usually published around 12pm eastern.

    As to whether it actually takes that long for all the stocks to make an opening print or to calculate the settlement value... that's a whole different question.