Why is SPX more popular the NDX for premium ?

Discussion in 'Options' started by IndyJonerJr, Oct 25, 2017.

  1. JackRab

    JackRab

    No... liquidity, that's the answer... the biggest market is S&P500 and it's derivatives so that pulls a lot of options trading.

    The liquidity also dictates the spreads... which arguably should be tighter in SPX than in NDX in that case... but I don't look at NDX so might be wrong there, I doubt it though.

    Liquidity liquidity liquidity
     
    #11     Oct 26, 2017
    tommcginnis likes this.
  2. newwurldmn

    newwurldmn

    SPX is a more diverse index and so it is a better proxy for the overall market. So the hedging activity is primarily in SPX because it is more likely to fit a portfolio of individual stocks.

    That in turn creates more secondary trading which creates more liquidity. The retail traders (and really most traders) will go where the liquidity is.
     
    #12     Oct 26, 2017
    tommcginnis likes this.
  3. srinir

    srinir

    * I believe SPX was the first market to introduce options, so lot more institutional following and deeper liquidity.
    * Lot more portfolio's are bench-marked against SPX, hence lot more hedging in this index which creates more skew.
    * As others have mentioned SPX is better index with more representation of sectors, so more players can hedge in this market. NDX index construction is bunch of random stocks with more concentration in couple of sectors.
     
    #13     Oct 26, 2017
  4. Liquidity of the underlying is more determinant of spreads until you get closer to expiration. It's a function of how accurately a market maker can model the underlying price and hedge it, and push his peers aside by offering a tighter spread.
     
    #14     Oct 26, 2017
  5. DeltaRisk

    DeltaRisk

    You act like you're talking to an analyst.

    Clearly, spreads are a byproduct of liquidity.
     
    #15     Oct 26, 2017
  6. NDX has Strike prices mostly at $10 intervals and therefore the max loss potential is greater. On the other hand, SPX Strikes are available at $5 differences which makes controlling max loss to a much smaller level. Which also means that the capital requirement on SPX spread trades is lighter too - making SPX a much better choice for those with smaller accounts.
     
    #16     Oct 27, 2017
  7. Is SPX better or SPY?
     
    #17     Oct 28, 2017
  8. SPX
     
    #18     Oct 28, 2017
  9. Why?
     
    #19     Oct 28, 2017
  10. you pay less commission ,and the liquidity is slightly better
     
    #20     Oct 28, 2017