Tickers with the most options

Discussion in 'Options' started by Quanto, Mar 15, 2024.

  1. YES! The AM expirations expire at the open on the expiring Friday (not tradeable on Friday, but last trade possible on Thursday before expiry). A Friday expiry on a Weekly expires at 4PM Eastern time and is tradeable up to that point! For example, no one doing 0DTE will use the AM expiry products (on purpose)!
     
    #11     Mar 15, 2024
    Quanto likes this.
  2. Quanto

    Quanto

    It begins so:
    It looks buggy, isn't it? B/c for the year 2029 it has more options than for today (0) and monday(3).
    Or am I maybe misinterpreting your table structure?
     
    #12     Mar 15, 2024
  3. I suspect you are misinterpreting what you see.
    That first reference is for weekly SPX expiring today, hence # days to expiration < 1.
    The 2nd reference is for a 3/18/24 PM expiration (Monday), which is 3.xxx days from now!

    Unclear why you are stating year 2029, yet showing only 2024 options.
    I posted the expirations to help you determine which ones you are missing!
    Note the string here is identical to the Opra string prior to the 'P|C' character in the opra.
     
    #13     Mar 15, 2024
  4. Quanto

    Quanto

    Ah, your 2nd table contains the DTEs for the expiration dates.
    I was thinking it's the number of options for each exp date.

    I'll check to find out which EDs or Ks are missing in my PM data...
     
    #14     Mar 15, 2024
  5. Quanto

    Quanto

    @stepandfetchit, is it possible in your posted first table to find/filter the AM options? And NS options?
     
    #15     Mar 15, 2024
  6. Quanto

    Quanto

    I've extended my program to show also the AM settled strikes:
    T=SPX Calls(cED=54 cPM=3563 cAM=1551 cNS=0) Puts(cED=54 cPM=3563 cAM=1551 cNS=0)
    As can be seen, today there are
    54 ExpiryDates with 3563 PM Call strikes in total and 1551 AM Call strikes in total.
    Same with Puts.

    Sooo, in the above discussion @stepandfetchit had posted such numbers from his database that go even beyond 20,000 Call strikes in total for both PM + AM.
    I strongly believe that information by him cannot be true; he must have made an error, IMO,
    most probably double-counted from SPX and SPXW together.
    It's also impolite that he silently stopped answering questions.
    If I make an error, then I surely admit it. We all are just humans, not machines...
     
    Last edited: Mar 21, 2024
    #16     Mar 21, 2024
  7. Quanto

    Quanto

    More stats data about EDs, Ks, AM/PM, NS as of today :
    Code:
    T=SPX Calls(cED=54(cMonthlys=18 cRest=36) cK=3563(cPM=3563 cAM=1551) cNS=0) Puts(cED=54(cMonthlys=18 cRest=36) cK=3563(cPM=3563 cAM=1551) cNS=0)
    T=XSP Calls(cED=51(cMonthlys=14 cRest=37) cK=3586(cPM=3586 cAM=0)    cNS=0) Puts(cED=51(cMonthlys=14 cRest=37) cK=3586(cPM=3586 cAM=0)    cNS=0)
    T=SPY Calls(cED=33(cMonthlys=13 cRest=20) cK=2589(cPM=2589 cAM=0)    cNS=0) Puts(cED=33(cMonthlys=13 cRest=20) cK=2589(cPM=2589 cAM=0)    cNS=0)
    T=RUT Calls(cED=29(cMonthlys=9  cRest=20) cK=1830(cPM=1830 cAM=609)  cNS=0) Puts(cED=29(cMonthlys=9  cRest=20) cK=1830(cPM=1830 cAM=609)  cNS=0)
    
     
    Last edited: Mar 21, 2024
    #17     Mar 21, 2024