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OEX

What is 'OEX'

The ticker symbol used to identify index options traded on the Standard & Poor's 100 index. OEX options are listed with a letter code indicating the month code for puts and calls, and a letter code indicating the strike price. Strike prices greater than five points use three letters to indicate which group of 100 the option is trading for.

Explaining 'OEX'

For example, a February Call 480 would be written as OXB BP, which can also be written as OXBBP or OXB=BP. The S&P 100 is a market-capitalization weighted index of 100 stocks from a broad range of industries.


Further Reading


Computational intelligence in economics and finance
link.springer.com [PDF]
… ex ante market volatility during recessions, as well as some evidence of positive financial leverage and ex … For the 1983-1989 pe- riod, the OEX weighted implied variance ranges from a … their be- liefs regarding the degree of predictability associated with an economic variable by …

Option volume and volatility response to scheduled economic news releases: Evidence of informed tradingOption volume and volatility response to scheduled economic news releases: Evidence of informed trading
papers.ssrn.com [PDF]
… ex ante market volatility during recessions, as well as some evidence of positive financial leverage and ex … For the 1983-1989 pe- riod, the OEX weighted implied variance ranges from a … their be- liefs regarding the degree of predictability associated with an economic variable by …

Testing for nonlinear dependence in daily stock indicesTesting for nonlinear dependence in daily stock indices
www.sciencedirect.com [PDF]
… ex ante market volatility during recessions, as well as some evidence of positive financial leverage and ex … For the 1983-1989 pe- riod, the OEX weighted implied variance ranges from a … their be- liefs regarding the degree of predictability associated with an economic variable by …

Option volume and volatility response to scheduled economic news releasesOption volume and volatility response to scheduled economic news releases
onlinelibrary.wiley.com [PDF]
… ex ante market volatility during recessions, as well as some evidence of positive financial leverage and ex … For the 1983-1989 pe- riod, the OEX weighted implied variance ranges from a … their be- liefs regarding the degree of predictability associated with an economic variable by …

On the informational content of implied volatility.On the informational content of implied volatility.
elibrary.ru [PDF]
… ex ante market volatility during recessions, as well as some evidence of positive financial leverage and ex … For the 1983-1989 pe- riod, the OEX weighted implied variance ranges from a … their be- liefs regarding the degree of predictability associated with an economic variable by …

Long run tendencies and short run adjustments between official and black market exchange rates in MENA countriesLong run tendencies and short run adjustments between official and black market exchange rates in MENA countries
dergipark.org.tr [PDF]
… ex ante market volatility during recessions, as well as some evidence of positive financial leverage and ex … For the 1983-1989 pe- riod, the OEX weighted implied variance ranges from a … their be- liefs regarding the degree of predictability associated with an economic variable by …

The relation between implied and realized volatilityThe relation between implied and realized volatility
www.sciencedirect.com [PDF]
… ex ante market volatility during recessions, as well as some evidence of positive financial leverage and ex … For the 1983-1989 pe- riod, the OEX weighted implied variance ranges from a … their be- liefs regarding the degree of predictability associated with an economic variable by …

Index option prices and stock market momentumIndex option prices and stock market momentum
www.jstor.org [PDF]
… ex ante market volatility during recessions, as well as some evidence of positive financial leverage and ex … For the 1983-1989 pe- riod, the OEX weighted implied variance ranges from a … their be- liefs regarding the degree of predictability associated with an economic variable by …



Q&A About OEX


What is the ticker symbol used to identify index options traded on the Standard & Poor's 1 Index?

OEX.

What is the name of the municipality?

Château-d'œx.

Where is Château-d'œx located?

It is located in Vaud, Switzerland.

How long has it been around?

It has been around since 1115 AD.

What does "S&P" stand for in S&P1?

Standard & Poor's.

What is the population of Château-d'œx?

The population of Château-d'œx was 4,851 as of December 31, 2008.

How are OEX options listed?

They are listed with a letter code indicating the month code for puts and calls, and a letter code indicating the strike price. Strike prices greater than five points use three letters to indicate which group of one they are trading for.

Which stock market indexes does S&P1 represent?

It represents all U.S.-listed common stocks by capitalization size as well as small-, mid- and large-capitalization stocks outside the United States by country of listing (if any). This includes all domestic and foreign companies in MSCI EAFE® Index, MSCI Emerging Markets Index®, MSCI Europe Index®, MSCI Pacific ex Japan Index®, MSCI Canada Index® and Dow Jones Global Titans 50SM Index® (which consists of 50 large cap companies from around the world). It also includes ADRs/GDRs denominated in U.S., Canadian, Australian dollars and euros; however it excludes ADRs/GDRs denominated in Japanese yen due to lack of liquidity in those markets."

What is an index option?

An index option is an option that gives you the right, but not obligation, to buy or sell an underlying security at a specific price on or before a certain date. The underlying security can be stocks, bonds or other assets such as commodities or currencies.