I want to know how the settlement price for SPX is determined. What is the specific method or formula used to calculate it?
5 answers
CryptoVisionary
Tue Oct 29 2024
The calculation of the exercise-settlement value is based on the closing sales price.
BlockchainBaron
Tue Oct 29 2024
This price is derived from the primary market for each component security.
PulseRider
Mon Oct 28 2024
The specific date used for this calculation is the expiration date of the option.
CryptoNinja
Mon Oct 28 2024
The exercise-settlement amount is determined by subtracting the exercise price of the option from the exercise-settlement value.
Lucia
Mon Oct 28 2024
This difference is then multiplied by $100 to arrive at the final amount.