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Nasdaq-100 Index® Options (NDX®)

Gain exposure to the companies driving innovation and growth in today’s economy in one product.

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Options to Outperform

Nasdaq-100 Index® (NDX®)

The Nasdaq-100 Index® defines today’s modern-day industrials comprised of 100 of the largest and most innovative non-financial companies listed on the Nasdaq Stock Market based on market capitalization.

Explore Nasdaq-100 Index Download NDX Methodology

Key Benefits

Cash Settled

With an NDX index option contract, cash is delivered (instead of the asset) at expiration. This can make it easier to manage contracts around expiration dates since investors don’t need to have a closing position prior to the expiration. In addition, there’s no risk of forced delivery.

Tax-Favorable Treatment

Index options benefit from a more favorable tax treatment: 40% of any gain (or loss) is taxed at the short-term capital gains rate, and 60% is taxed at the appropriate long-term tax rate. This 60/40 split is applicable even if the index option is held for less than a year.

European Style

Most equity options are American style, meaning they can be exercised at any point prior to expiration. European style is the opposite. These types of contracts can only be exercised upon expiration. Why does this matter? American-style options can carry higher costs to account for the fact that sellers take on more risk by not knowing when a buyer might decide to exercise their contract. Sellers of European-style options don’t have early assignment risk.

Various & Flexible Expiration Dates

Equity and index options both typically expire on the third Friday of the expiration month, but index options offer greater flexibility by allowing for AM and PM expirations. NDX has Monday, Wednesday and Friday PM expirations, as well as AM expirations for traditional third Friday monthly options.

Comparing Nasdaq’s Options

Comparing Nasdaq-100 Index® Options (NDX®), Micro Nasdaq-100 Index Options (XND), and ETF (QQQ) Options

 

Nasdaq-100 Index Options

Micro Nasdaq-100 Index Options

Invesco Nasdaq-100 ETF

Options Chain

NDX

XND

QQQ

Root Ticker Symbol

NDX & NDXP

XND

QQQ

AM or PM Settlement

AM & PM-settled

PM-settled

PM-settled

Approximate Notional Size

$3,000,000

$30,000

$73,000

Exercise Style

European

European

American

Settlement Type

Cash

Cash

Physical Shares of ETF

How to Trade Nasdaq-100 Index Options

NDX

Nasdaq-100 Index® Options (NDX®)

The underlying value of NDX index options is equal to the full value of the Nasdaq-100 Index (NDX). NDX index options offer both monthly AM settlement and weekly PM settlement to fit various investor needs.

Read the NDX Factsheet
XND

Nasdaq-100 Micro Index® Options (XND®)

XND index options are based on 1/100th (1%) the full value of the Nasdaq-100 Index (NDX). XND index options offer monthly and weekly PM settlement, providing a manageable way to hedge or gain NDX exposure.

Read the XND Factsheet

Resources

NDX Index Options Market Quality Report

The Nasdaq-100 Index Options Market Quality Report offers an index in-depth analysis, examining the correlation between the Nasdaq-100 and S&P 500 indexes and evaluating the Sharpe Ratio for NDX compared to SPX, as well as highlighting risk-adjusted returns and performance efficiency.

This comprehensive analysis is essential for institutional investors aiming to enhance their investment strategies in the NDX index options market.

Download the report for a detailed breakdown of Nasdaq-100 index options derivatives market volume, along with insights into trading volume by number of contracts per trade to offer a deeper understanding of participant behavior and market liquidity.

NDX Index Options Market Quality Report
Data Reports
NDX Absolute Returns Read the Report NDX Passive Overlay Read the Report NDX Downside Hedging Read the Report NDX Strategies Read the Report NDX Market Data One-Pager Read the Report

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