How VIX Settlement Works: the SOQ
VIX settlement uses the SOQ, a Special Opening Quotation built from SPX opening prices under a zero bid strike rule. How the print is made, and why it gaps.
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When Do SPX Options Stop Trading?
SPX options stop trading on two clocks: the AM settled monthly ends its session on Thursday, while SPXW weeklies run into Friday. Both cutoffs, with data.