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Thanks - these are things that will definitely help in my research. One thing for sure, I will NEVER trade SPX on monthly expiration week unless I use SPXpm. The SET method stinks to high heaven. I'm sure I'm not the only one who feels that way. Ask some of the folks that started this thread. I...

Thanks for this detailed explanation. I found that explanation somewhere on the internet, but the market did not spike higher 20 points or so at anytime during the day. The only spike was at the opening. It hit it's high first thing (up $9 and change), then trended downward for the rest of the...

Hi, I too was burned big time when the SET price came in so high. I sent emails to standardandpoors.com complaining, and they sent a file to me with all 500 stock opening prices that were used for the calculations. They also sent the formula, but it is vague and they wouldn't provide the exact...