S suspend Jun 19, 2006 #1 Hello! Does any of you know what is the average daily volume for at the money SPX calls or where may I look it up? Thanks a lot in advance. Best regards
Hello! Does any of you know what is the average daily volume for at the money SPX calls or where may I look it up? Thanks a lot in advance. Best regards
V volatilitypimp Jun 19, 2006 #3 The CBOE website will give you daily volume across all strikes. If you are searching a specific strike(e.g. ATM) you may need to purchase a data vendor like the one here: http://www.csidata.com/data/options/index.html GL.
The CBOE website will give you daily volume across all strikes. If you are searching a specific strike(e.g. ATM) you may need to purchase a data vendor like the one here: http://www.csidata.com/data/options/index.html GL.
