Index Option Symbology
Some index options are split up into multiple tickers to determine the settlement style. Example: SPX
is split into SPX
and SPXW
for weekly options. Below is a table of all known symbol splits that you need to account for.
Index Ticker (Normally AM) | Weekly Options (Normally PM) | Quarterly | PM Settled | Other Symbols |
---|---|---|---|---|
SPX | SPXW | SPXQ | SPXPM | |
VIX | VIXW | |||
RUT | RUTW | RUTQ | ||
NDX | NDXP | |||
DJIA | ||||
OEX | ||||
RUI | ||||
XSPA | XSP | XSPPM, XSPAM |
INFO
As of 2018-12-21, SPXPM is no longer used. As of 2014-07-02, SPXQ is no longer used.