SET: CBOE S&P 500 Index Options

[pcvix]

If anyone has an angle on whether the current surge in S & P futures may be partly related to how the exercise-settlement value (SET) of CBOE S&P 500 index options is determined this morning, your views would be most welcome.

http://www.cboe.com/Products/indexopts/spx_spec.aspx

 

[nazzdack]

Settlement at 1475.00 would be random. Settlement at 1500 would be a conspiracy of the highest order.

 

[ASusilovic]

Quote from nazzdack:

Settlement at 1475.00 would be random. Settlement at 1500 would be a conspiracy of the highest order.

Anybody mentioning the expression "conspiracy" on ET ?

 

[nazzdack]

You and her in NYC at X-Mas would be an unlikely conspiracy.