Daily Final Indicative Prices
On each trading day, including the final trading day of the month, Cboe Options calculates final indicative prices for the classes listed below at 3:00 p.m. CT and 3:15 p.m. CT. This data will be available at no charge to all interested parties via CSV files on this website each trading day, normally within approximately 15 minutes of the market close. Additionally, indicative prices are disseminated to OPRA normally within 15 minutes of the market close, as described below.
The purpose of the 3:00 p.m. CT indicative price data is to allow alignment of final prices for Cboe traded products with the settlement of related instruments traded on other exchanges. For example, the end-of-month settlement price for CME S&P 500 ES mini futures contracts is based on a CME-calculated value which is determined at 3:00 p.m. CT. Those parties choosing to use Cboe data to determine final marks for exercise, profit/loss or other related calculations may choose to use the 3:00 p.m. CT indicative prices for SPX/SPXW in their calculations to align with CME's end-of-month ES mini futures settlement.
The 3:00 p.m. CT and 3:15 p.m. CT indicative price for a given option will differ from the BBO price disseminated at that time, respectively, when there is a change in the Cboe BBO midpoint for that option as compared to the most recent prior qualified BBO beyond a pre-determined amount. The data in the CSV files contains the indicative price and the actual BBO at that time.
On the last trading day of the month, normally within 15 minutes of the market close, the 3:00 p.m. CT indicative prices for all SPX and SPXW options will be disseminated to OPRA.
On each trading day other than the last trading day of the month, normally within 15 minutes of the market close, the 3:15 indicative prices will be disseminated to OPRA, but only when there is a change in the Cboe BBO midpoint for that option as compared to the most recent prior qualified BBO beyond a pre-determined amount.
All end-of-day and end-of-month indicative prices disseminated to OPRA will include an ‘I’ indicator, which distinguishes them as “indicative prices”.
Files are expected to be posted on this website at approximately 3:30p.m. CT on a daily basis. The Exchange will announce any addition of classes for which it will calculate and post indicative prices via Exchange Notice.
Additional details may be found at this Exchange Notice.
SPX / SPXW
|Download End of Day 3:00 p.m. CT CSV||Download End of Day 3:15 p.m. CT CSV|
|Download End of Month 3:00 p.m. CT CSV||Download End of Month 3:15 p.m. CT CSV|
Disclaimer. This data is provided “as is” without warranty of any kind, either expressed or implied, including, without limitation, any warranty with respect to accuracy, completeness, timeliness, noninfringement, merchantability, or fitness for a particular purpose. Neither Cboe Global Markets, nor LiveVol, nor any provider of the data to LiveVol, nor any of their respective affiliates, nor their respective directors, officers, employees, contractors, and agents shall have any liability of any kind (including, but not limited to, for any direct or indirect, incidental, special, consequential, or punitive damages or any damages for lost profits or lost opportunities and whether based upon contract, tort, warranty, or otherwise) for any inaccuracies, omissions, human or machine error, or other irregularities in the data or for any cessation, discontinuance, failure, malfunction, delay, suspension, interruption, or termination of, or with respect to, the provision of the data to the user. The data is not and should not be construed as financial, legal or other advice of any kind, nor should it be regarded as an offer or as a solicitation of an offer to buy, sell or otherwise deal in an investment.