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You are missing most of them. Looking today: There are 15,490 SPX Weeklies, and 22,550 total. I created the HTML from my sql query. I don't discard opras. Today there are 69 expirations I count from this pull. Will post expirations (ignore the value to right of decimal, as that is based on time...

It changes every day with the "daily" expirations. Here is a list of the opras from yesterday. -- I counted 60 expirations in this list.

FWIW: Yesterday, SPX had 22,686 options listed.

While I don't have familiarity with options on Coco futures or similar products, I do on VIX options (which are on /VX Futures). I don't follow your reference to "roll-up" in this context. Are you wondering about the pricing of time spreads in Coco futures? -- I suspect I am not on the same...

Can you provide specific example? -- When you refer to futures, futures options, and contango/backwardation, roll ... My mind goes to thinking of /VX futures. However, you may be referring to something else. Too much loose terminology around to lead us off the garden path. I'd prefer not to...

I am only a retail trader learning as I go. Except for the smaller size, not clear to me why SPY has so much interest. Having to deal with early assignment is annoying, if you are managing your cash near zero. I do not trade ES or ES options. For me the commissions are excessive and the...

If I understand you correctly, the contango/backwardation of the terms should be of no consequence (except for bias for expected vol direction), as the IV in the options are still just a function of that tenor and strike. The Black(76) model still works. Look at the VIX options (but with...

I'm a bit in the weeds from the topic, but comment: Re KISS --> Danger to assume simpler is always better. The longer winded without shortcuts acronym would be KIASASPBNS: Keep It As Simple As Possible But No Simpler. Much harder to do, but is iron-clad.

A comment regarding "Based on my observations, SPY options tend to have tighter spreads, ...". If your trading size is large enough, look again at the spreads on the strikes you will use. AKA, a 2 cent spread in SPY would be comparable to a 20 cent spread in SPX for apples to apples. You may...

If you wish to leverage using options, your resulting delta should be > 1! I leverage using DITM Calls and DITM Puts, obtaining deltas between 1.5 and slightly under 2. You can enter for debit or credit (which ever you prefer) by picking the strikes carefully. -- You can do this for either...

Quote from the Soup Nazi: "no soup for you!"

When posting such questions, would be more helpful if you also provide the prices relating to your concerns (was is, for both underlying and each strike of interest). While using percentages, may be your preferred metrics, it obfuscates the root cause, should there be a flaw -- requiring one to...

knee-jerk unqualified response: One notion would be to limit your size to < 10th the open interest, if concerned your size may impact your fills.

FWIW: Here is same thing but using SPX (2x size of that SPY).

You seem to be interested in capturing the "tiny" Extrinsic value, then hold at large capital expense. Have you considered instead just placing a synthetic long position to maintain your interest in a long position without having to do daily trades? Say, if you are very bullish, you can keep...

If what occurred is not to your liking, close your position ASAP for a quick profit! Do not understand why you are surprised.

I have a subscription for chat-gpt4. So far, am pleased.

I have no experience with Pinescript, and since your questions were so well worded and clear, I just passed them to Chat-GPT4.

IMHOI: I think it is easy to get into the weeds too deep here. I would not reference VVIX here, but just use VIX (or I would prefer to compute the a 30-day value from ATM option IV's for removing the skew). Using the VIX directly should not be horrible. However, please note this is not a...

Ah! Ignore works!