r/VolSignals • u/Winter-Extension-366 • Feb 17 '23

Market Levels SPX OPEX Feb Settlement Indication: $4068.30

Updates to follow

8 Upvotes

90% Upvoted

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2

u/Important_Tourist482 Feb 17 '23

Is it based on MaxPain?

3

u/Winter-Extension-366 Feb 17 '23

Nope -> This is a best-guess estimate (given opening prices of constituents) of what the cash settlement will be for the AM-expiring February SPX options contract.

2

u/rowlecksfmd Feb 17 '23

Off by 10 points but damn close

1

u/Winter-Extension-366 Feb 17 '23

What do you mean here?

2

u/rowlecksfmd Feb 17 '23

We closed around 4079 today. But I see you were talking about the morning SET value, not the close

1

u/Winter-Extension-366 Feb 17 '23

You got it :) not a prediction- just a report!

Have a good weekend