SPX Specification Over Time

[AlexCatarino]

Expected Behavior

The dataset page for Index options discusses the changes in a number of expirations.

We should note that we/AlgoSeek have all the data from OPRA. The number of expiration dates have been changing due to SPX popularity. We have more expiration nowadays. This article explains more SPXW: https://www.indexologyblog.com/2022/05/12/sp-500-weekly-options-now-expire-five-days-a-week/ But we also see more monthly contracts for traditional SPX. Before 2021, we got the first 3 moths, plus the Qs. Now, we have an expiry for every month.

Actual Behavior

We don't document this change, so members may assume that data is missing.

Checklist

• [x] I have completely filled out this template
• [x] I have confirmed that this issue exists on the current master branch
• [x] I have confirmed that this is not a duplicate issue by searching issues

[jaredbroad]

Please print the PDF of various news articles and link them to the documentation post. https://www.indexologyblog.com/2022/05/12/sp-500-weekly-options-now-expire-five-days-a-week/ https://www.prnewswire.com/news-releases/cboe-options-exchange-to-list-three-long-dated-spx-options-expirations-beginning-november-1-2021-301410178.html

[AlexCatarino]

spx-leaps.pdf spxw-five-times-a-week.pdf