• European-style Weekly S&P 500 and E-mini S&P 500 Options Strike Changes - Effective October 17, 2010

      • To
      • Market Data Distributors
      • From
      • Market Data Notices
      • #
      • Q2010-214
      • Notice Date
      • 06 October 2010
      • Effective Date
      • 18 October 2010

    • Effective Sunday, October 17 (trade date Monday, October 18), the strike listing rules for the European-style weekly options on the S&P 500 and the E-mini S&P 500 strike ranges will be expanded for all listed maturities.

      With this change, all maturities of the European-style weekly S&P options will list at-the-money (ATM) ± 30 strikes. Currently, ATM ±10 strikes are listed for all maturities.

CME Group is the world’s leading derivatives marketplace. The company is comprised of four Designated Contract Markets (DCMs). 
Further information on each exchange's rules and product listings can be found by clicking on the links to CME, CBOT, NYMEX and COMEX.

© 2024 CME Group Inc. All rights reserved.