Does anybody know what is the ticker for say Jul 1550 Put or Jul 1510 Put? End of months options.
http://www.cme.com/html.wrap/wrappedpages/end_of_day/daily_settlement_prices/ew.html?h=1
Many thanks.
Long
If you do a Google search, the first hit gives: http://www.cme.com/trading/prd/equity/emini-sp500eom_OO.html
and shows that the symbol is EW
you can find the symbols for each month here:
http://www.cme.com/trading/prd/equity/emini-sp500eom_OCL.html
I think if you’re trying to build credibility as a commercial vendor of trading systems, asking these questions to potential subscribers might not be the fastest way to reach your goal ; )
The root symbol EWN7 is a no brainer.
The difficult part is how to put in the strike. Different feed providers has different standards. It is NOT-standard in the following ways:
i) Some require a space between the root symbol and strike, some not
ii) strikes can be in numeric or alpha
iii) in collective2, mini SP has to be prefix with @, it is not necessarily in others
iv) of course, the P or C can be before or after the strike
If you can give an example for min SP Jul 1550 Put, post it. Thanks.
The collective2 help file on options ticker is NON-existance.
I see. I misunderstood your question and I don’t know the answer. Perhaps it might help to look through some of the trades posted for other options systems?
Yes. I have
i) searched through the trades of other systems
ii) tried ALL the various possible permutationS
iii) of course, email Matthew, no reply
Thank you for your tips, and kindness. Appreciate it.
Sorry for the slow response. To answer your question, we don’t support options on futures instruments.
However, we do support options on instruments traded on stock exchanges. In other words, we support options on ETFs, so you can construct your trade using options on the SPDR ETF. In the FAQ page here on C2 there is a helpful link to the SPDR option symbol guide.
ES-200707 P1550
>we don’t support options on futures instruments.
This is the reason many find it almost impossible to create a conservative longer-term futures system, here at C2, though several such systems exist in the real-world (which might come as a shock to academicians like Jules, ST et.al.,…) Therefore my apologies in advance…
whilst those who use false IDs (Palsun, aka Brian aka Neil) should be taken seriously
Hi Matthew,
When I posted the question on 19 Jul:
i) the Jul end-of-mth S&P 1510 Put was doing at $2.4, current trading at $25, 10 times the money.
ii) the SPY Aug 1510 Put is doing at $1, current at $4, 4 times the money.
My models was calling for a huge plunge on the Indices by end of month. So in order to maximise proifts, buying near dated options generate the best returns. That was my intent and purpose behind the question.
Hope that you can consider including end-of-month options in the future.
Many thanks.
Long
