Quantcast
  1. This site uses cookies. By continuing to use this site, you are agreeing to our use of cookies. Learn More.

Index Settlements

Discussion in 'Options' started by ACS, Oct 20, 2014.

  1. ACS

    ACS Well-Known Member

    I keep a spreadsheet of RUT closing and settlement prices for the monthly expirations to show the overnight risk of expiring options. I've attached my file so you can keep it updated.
     
  2. tom

    tom Administrator Staff Member

    I should be able to build a tool on the website to do what this spreadsheet does. Then you don't have to keep anything updated :)
     
  3. Rod M

    Rod M Well-Known Member

    Tom: This would be a valuable tool...as many of us do it manually already...thank you.
    Also, great article explaining/defining how the RUT settlement is arrived at each month.
     
  4. tom

    tom Administrator Staff Member

    Thanks Rod!
    I think I have the data already for that tool so it shouldn't take too long to build.
     

Share This Page