what is the equity option settlement price after Feb 1,2015

quantcook · January 27th, 2015, 10:08 pm

CBOE is changing saturday expiry to friday.so the equity option settlement price is friday closing or first print on friday when market open, like the SPX option.

Alan · January 27th, 2015, 11:58 pm

I wasn't aware until your post. But just googling suggests it is largely a formality: all trading for a particular contract ends exactly as before.At least, that's my impression.

quantcook · January 28th, 2015, 12:02 am

QuoteOriginally posted by: AlanI wasn't aware until your post. But just googling suggests it is largely a formality: all trading for a particular contract ends exactly as before.At least, that's my impression.so equity option still use friday close?

Alan · January 28th, 2015, 12:08 am

That's my take.