Recent content by freehouse

http://www.theocc.com/components/docs/market-data/infomemos/2010/jul/27450.pdf

Not all countries have the LLC entity........

The issuer defaults....

There are end of month options on the ES future.

http://www.theocc.com/components/docs/market-data/infomemos/2010/jan/26914.pdf

Well at least he punted his home in New York City in December 2007 for USD $16 million.

For American options, use the binomial model (out of the three models you have listed).

Use TOS charts. They do not adjust for dividends.

Prophet adjusts for all dividends. Thus, using Prophet data, the gap has been filled.

SPY options that expire today (highest open interest): 105 put has 62,410 open interest 107 call has 51,523 open interest ES options that expire today (highest open interest): 1040 put has 3,036 open interest 1070 call has 3,578 open interest

Once you tick it to a new low then you will get shorties who will sell that fractal. Then you can take the market right back up and get them stopped out. You win, the shorties lose (this is for daytraders and other shorter time frame people who do not have the capital for longer term plays...

LC, Maybe "they" have to make sure that the closing prices are at "acceptable" levels for expiration?

If you are a customer for one of the floor based executing brokers (i.e.., you call the floor with orders in the big contracts) you can get the information from them.

I believe it was 926.15

Saliva, there were actually a bunch of ES options that expired at the end of month. http://www.cmegroup.com/trading/equity-index/european-style-eom/e-mini-sandp500-eom_contract_specifications.html