CME Group S&P 500 End-of-Month (EOM) Options
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| S&P 500 EOM futures | ||
|---|---|---|
| Exchange | CME Group | |
| Settlement | Cash settled | |
| Trade Unit | $250 times the value of the S&P 500 index. | |
| Point Value | 1 point = .01 index points = $2.50 | |
| Tick Value | Regular: 0.1 = $25.00 for premium > 5.00
Half Tick: 0.05 = $12.50 for premium < or = 5.00 Cab: 0.05 = $12.50 | |
| Contract Months | Six consecutive contract months; Aug, Sep, Oct, Nov, Dec, Jan. | |
| Last Trading Day | Need LTD rules! | |
| Note: This contract is electronic ONLY -- no open outcry | ||
| No Open Outcry | Electronic | |
| Trading Hours | N/A | Mon/Thurs 5:00 p.m.-8:15 a.m. & 3:30 p.m.-4:30 p.m.; Shutdown period from 4:30 p.m. to 5:00 p.m. nightly; Sun & Holidays 5:00 p.m.-8:15 a.m. LTD: 3:00 pm |
| Ticker Symbol | N/A | EV |
| Price Limits | N/A | Options trading halted when lead S&P futures lock limit. |
Notes
Resources
CME Group S&P 500 End-of-Month (EOM) Options Contract Specifications
