看来看去，没看明白。

http://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_contractSpecs_options.html

E-mini S&P 500 Options Contract Specs

1. American OptionsEnd of Month OptionsWeekly OptionsWeekly Wednesday Option

Contract Unit	One E-mini S&P 500 futures contract
Minimum Price Fluctuation	Outright:	0.25=$12.50 for premium >5.00
	CAB	0.05=$2.50
	Reduced Tick:	0.05=$2.50 for premium < or =5.00
Trading Hours	CME Globex:	Sunday - Friday 6:00 p.m. - 5:00 p.m. New York Time/ET (5:00 p.m. - 4:00 p.m. Chicago Time/CT) with 15-minute trading halt Monday – Friday 4:15 p.m. - 4:30 p.m. New York time/ET (3:15 p.m. - 3:30 p.m. Chicago Time/CT). Monday - Thursday 5:00 p.m. - 6:00 p.m. New York Time/ET (4:00 p.m. - 5:00 p.m. Chicago Time/CT) daily maintenance period.
	CME ClearPort:	Sunday - Friday 6:00 p.m. - 5:00 p.m. New York time/ET (5:00 p.m. - 4:00 p.m. Chicago Time/CT).  Monday - Thursday 5:00 p.m. - 6:00 p.m. New York Time/ET (4:00 p.m. - 5:00 p.m. Chicago Time/CT) daily maintenance period.
Product Code	CME Globex: ES CME ClearPort: ES Clearing: ES
Listed Contracts	Four months in the March Quarterly Cycle (Mar, Jun, Sep, Dec)
Termination Of Trading	QUARTERLY:  8:30 a.m. / 3rd Friday of the contract month An option can be exercised until 7:00 p.m. on any business day the option is traded. QUARTERLY OPTIONS - Unexercised in-the-money options will be automatically exercised at 7:00 p.m. on the day of determination of the Final Settlement Price
Position Limits	CME Position Limits
Exchange Rulebook	CME 358 A
Price Limit Or Circuit	Price Limits
Vendor Codes	Quote Vendor Symbols Listing
Strike Price Listing Procedures	25-point intervals within ± 50% previous day’s settlement price of the underlying futures 10-point intervals within ± 20% previous day’s settlement price of the underlying futures Once the contract becomes the second nearest contract, 5-point intervals within ± 10% previous day’s settlement price of the underlying futures will be available Strike Listing: All strike intervals
Exercise Procedure	American Style
Settlement At Expiration	Option exercise results in a position in the underlying cash-settled Futures contract. Options which are in-the-money on the last day of trading are automatically exercised. In-the-money QUARTERLY OPTIONS, in the absence of contrary instructions delivered to the Clearing House by 7:00 p.m. on the day of the expiration, are exercised automatically into expiring cash-settled futures, which settle to the SOQ calculated the morning of the 3rd Friday of the contract month
Settlement Method	Deliverable
Underlying	E-mini S&P 500 Futures

http://www.cmegroup.com/cn-s/trading/equity-index/us-index/e-mini-sandp500_contractSpecs_options.html?optionExpiration=H8

1. American OptionsEnd of Month OptionsWeekly OptionsWeekly Wednesday Option

合约规模	一份E-迷你标准普尔500期货合约
最小变动价位	完整交易	0.25=12.50美元， 期权费>5.00时
	微值交易	0.05=2.50美元
	较小价格变动交易	0.05=2.50美元， 期权费< 或=5.00时
交易时间	周一至周五：前一天下午5:00 至下午 4:15；从下午3:15到下午3:30交易暂停
产品代码	CME Globex电子交易：ES CME ClearPort：ES 清算所（Clearing）：ES
上市合约	四个3月季月周期合约（3月，6月，9月，12月）和三个连续月合约（例如，1月，2月，4月）
交易终止	CME Globex (电子平台)	季月合约：合约月份的第3个周五/上午8:30 连续合约：合约月份的第3个周五/下午4:15
	DEFAULT	季月合约：合约月份的第3个周五/上午8:30 连续合约：合约月份的第3个周五/下午4:15 期权可以在该期权可交易的任何工作日下午7:00前行权。 季月期权——未行权的价内期权将在确定最后结算价当天，下午7:00自动行权。 连续期权——未行权的价内期权将在连续期权到期日下午7:00自动行权。
头寸限制	CME 头寸限制
交易规则手册	CME 358 A
价格限制或熔断	价格限制
供应商报价代码	供应商报价符号列表
执行价格 执行价格间距	执行价格间距为25点，不超过基础期货前一交易日结算价的正负50%。 执行价格间距为10点，不超过基础期货前一交易日结算价的正负20%。 一旦该合约变为第二最近合约时，执行价格间距为5点，不超过基础期货前一交易日结算价的正负10%。 执行价格列表：所有执行价格间距
行权方式	美式
到期日结算	期权行权会产生基础现金结算期货合约的头寸。最后交易日的价内期权会自动行权。 价内的季月期权，如果清算所在到期日下午7点前没有收到相反指令，将自动行权，并生成到期现金结算期货，其结算根据合约月第3个周五早上计算的特别开盘价（SOQ）执行。 价内的连续期权，如果清算所在到期日下午7点前没有收到相反指令，将在连续期权到期日自动行权。
结算方法	可交割
标的物	E-迷你标准普尔500期货

所有跟帖： 

• 这些premium是不是要乘以一个系数100？每个ES call 合约单价@$1.00 就是$100 premium，对吗？ -wreckbeach- ♂ (463 bytes) () 12/16/2016 postreply 16:36:24

• 求教 -wreckbeach- ♂ (565 bytes) () 12/16/2016 postreply 16:46:13