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Introduction to ES & NQ options

(2007-07-01 23:08:19) 下一個

Introduction to ES & NQ options

Contract Size

The size of one CME ES/NQ options on futures contract is one CME E-mini SP500®/NASDAQ-100® futures contract.

Eligible Months

2 Quarterly, 2 Serial, ie, they are listed out two months in the March quarterly cycle and two serial months.

Contract tick increments:

ES: 0.25=$12.50 if premium >5.00; half tick or 0.05=$2.50 if premium =5.00; cab of 0.05=$2.50
NQ: 0.25=$5 if premium >3.00; half tick or 0.05=$1.00 if premium =3.00; cab of 0.25=$5.00

Strike prices:

ES: Generally, integers divisible by 10 without remainder; Increments within a range of 50 index points above or below the previous day's settlement price, strikes that are integers divisible by 5 without remainder may be added. Or more specifically 5-point intervals for the two nearest contracts and 10-point intervals for deferred months.

NQ: 5-point intervals for the two nearest contracts and 10-point intervals for deferred months.

Last Day of Trading Rule:

Quarterly: The business day of determination of the Final Settlement Price (normally, the 3rd Friday of the contract month). Serial: The 3rd Friday of the contract month.

New Contract Listing Rule:

The day after the front month expires.

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