Hello,
A moment ago, both the SPX and S&P mini (ES) are at prices that match (extremely close) to at the money strikes for their options chains. If I bring up both the ATM put and call for each contract for the same expiry day, the ES premiums are nearly identical, which makes sense. But the SPX puts are way more expensive than their calls.
Why are they this way? Both are European settled.
Thanks for any help.
B
A moment ago, both the SPX and S&P mini (ES) are at prices that match (extremely close) to at the money strikes for their options chains. If I bring up both the ATM put and call for each contract for the same expiry day, the ES premiums are nearly identical, which makes sense. But the SPX puts are way more expensive than their calls.
Why are they this way? Both are European settled.
Thanks for any help.
B
Premium difference between SPX and S&P Mini (ES) option premiums
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