International Securities Exchange, LLC. :: Products Traded :: Index Options

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The ISE 100 Index is a higher-volatility indicator that tracks the performance of the top 100 most actively traded equity option classes listed on ISE. Similar to the ISE 50 and ISE 250, the ISE 100 is a capitalization-weighted index. However it does not include stocks on the basis of market capitalization.

Historical Index Values

Index Methodology Guide

Data & Changes

Product Specifications

Components

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No file available for the year 2010


PRODUCT SPECIFICATION
Symbol		IXX

Index Description		The ISE 100 Index is a higher-volatility indicator that tracks the performance of the top 100 most actively traded equity option classes listed on ISE. Similar to the ISE 50 and ISE 250, the ISE 100 is a capitalization-weighted index. However it does not include stocks on the basis of market capitalization.

Index Multiplier		$100. The index multiplier means that the options premiums are multiplied by 100 to obtain the actual premium amount.

Price Interval		Strike price intervals are at least $2.50.

Minimum Trading Increments		The minimum trading increment for an options contract trading at less than $3.00 is $0.05. The minimum trading increment for an options contract trading at $3.00 or higher is $0.10.

Expiration Date		Saturday following the third Friday of the expiration month.

Expiration Months		Up to three near-term months followed by three additional months from the March quarterly cycle (March, June, September and December).

Exercise Style		European. Options generally may be exercised only on the last business day before expiration.

Last Trading Day		Trading will ordinarily cease on the business day (usually a Thursday) preceding the day on which the exercise-settlement value is calculated.

Settlement Type		A.M., cash settlement

Settlement Value Symbol		SST

Settlement Value		The exercise-settlement value is calculated using the opening (first) reported sales price in the primary market of each component stock on the last business day (usually a Friday) before the expiration date. If a stock in the index does not open on the day in which the exercise-settlement value is determined, the last reported sales price will be used in calculating the exercise-settlement value. The exercise-settlement amount is equal to the difference between the exercise-settlement value and the exercise price of the option, multiplied by $100. Exercise will result in delivery of cash on the business day following expiration.

Position and Exercise Limits		The aggregate Full-Size and Mini position and exercise limits are 50,000 Full-Size contracts on the same side of the market with no more than 30,000 of such contracts in the near-term month. Ten Mini contracts are equivalent to 1 Full-Size contract. An index option hedge exemption for public customers may be available for certain diversified portfolios, which may expand the position limit up to an additional 75,000 contracts. Additionally, proprietary accounts of member organizations may receive an exemption of up to 200,000 contracts for the purpose of facilitating public customers’ orders. Position and Exercise limits are subject to change.

Trading Hours		9:30 A.M. - 4:15 P.M. Eastern Time (New York time). This options product is exclusively traded at the ISE. In the event of a wide-scale disruption to the ISE Options Market, this product will be temporarily unavailable for trading. ISE will communicate with market participants in the event of a wide-scale disruption so that investors holding open positions in an exclusively traded product are made aware of such an event.

Download all ISE Index Components

Divisor: 70612823181.81009901

As of: 09-24-08

TICKER	NAME	PRICE	SECTOR
AA	Alcoa Inc	25.59	Materials
AAPL	Apple Inc.	126.84	Information Technology
ABK	Ambac Financial Group	3.48	Financials
ADBE	Adobe Systems	38.85	Information Technology
AIG	American Int'l. Group	5	Financials
AKAM	Akamai Technologies Inc	17.14	Information Technology
AKS	AK Steel Holding Corp.	30.29	Materials
AMAT	Applied Materials	15.56	Information Technology
AMD	Advanced Micro Devices	4.94	Information Technology
AMGN	Amgen	57.57	Health Care
AMR	AMR Corp.	11.58	Industrials
AMZN	Amazon Corp.	71.76	Consumer Discretionary
AXP	American Express	38.28	Financials
BA	Boeing Company	57.31	Industrials
BAC	Bank of America Corp.	33.3	Financials
BBY	Best Buy Co., Inc.	37.87	Consumer Discretionary
BRCM	Broadcom Corporation	18.39	Information Technology
BUD	Anheuser-Busch	65.73	Consumer Staples
C	Citigroup Inc.	19.99	Financials
CAT	Caterpillar Inc.	63.54	Industrials
CHK	Chesapeake Energy	40.94	Energy
COF	Capital One Financial	53.72	Financials
COP	ConocoPhillips	74.58	Energy
CROX	Crocs Inc.	3.99	Consumer Discretionary
CSCO	Cisco Systems	22.73	Information Technology
CVS	CVS Caremark Corp.	33.66	Consumer Staples
CVX	Chevron Corp.	85.46	Energy
DAL	Delta Air Lines Inc	8.85	Industrials
DE	Deere & Co.	60.77	Industrials
DELL	Dell Inc.	16.33	Information Technology
DIS	Walt Disney Co.	32.53	Consumer Discretionary
DNDN	Dendreon Corp	5.75	Health Care
EBAY	eBay Inc.	21.48	Information Technology
EMC	EMC Corp.	12.18	Information Technology
F	Ford Motor	4.86	Consumer Discretionary
FCX	Freeport-McMoran Cp & Gld	69.51	Materials
FSLR	First Solar Inc	210.89	Industrials
GE	General Electric	24.95	Industrials
GM	General Motors	10.72	Consumer Discretionary
GOOG	Google Inc.	429.27	Information Technology
GS	Goldman Sachs Group	125.05	Financials
HAL	Halliburton Co.	35.19	Energy
HD	Home Depot	25.26	Consumer Discretionary
HPQ	Hewlett-Packard	46.88	Information Technology
IBM	International Bus. Machines	115.36	Information Technology
INTC	Intel Corp.	18.63	Information Technology
JCP	Penney (J.C.)	35.85	Consumer Discretionary
JNJ	Johnson & Johnson	68.15	Health Care
JNPR	Juniper Networks	24.23	Information Technology
JPM	JPMorgan Chase & Co.	40.56	Financials
KO	Coca Cola Co.	50.68	Consumer Staples
MA	Mastercard Inc.	198	Information Technology
MBI	MBIA Inc.	12.05	Financials
MCD	McDonald's Corp.	61.78	Consumer Discretionary
MER	Merrill Lynch	26.2	Financials
MIR	Mirant Corp	22.84	Utilities
MO	Altria Group, Inc.	19.78	Consumer Staples
MON	Monsanto Co.	112.14	Materials
MOT	Motorola Inc.	7.38	Information Technology
MRK	Merck & Co.	30.75	Health Care
MS	Morgan Stanley	28	Financials
MSFT	Microsoft	25.44	Information Technology
MU	Micron Technology	4.09	Information Technology
NEM	Newmont Mining Corp. (Hldg Co.)	42.77	Materials
NTAP	NetApp, Inc.	18.13	Information Technology
NVDA	NVIDIA Corp.	10.85	Information Technology
NYX	NYSE Euronext	38.56	Financials
ORCL	Oracle Corp.	19.69	Information Technology
PFE	Pfizer, Inc.	18.01	Health Care
PG	Procter & Gamble	67.28	Consumer Staples
QCOM	QUALCOMM Inc.	45.91	Information Technology
RIG	Transocean Inc. (New)	121.87	Energy
S	Sprint Nextel Corp.	6.77	Telecommunication Services
SBUX	Starbucks Corp.	15.06	Consumer Discretionary
SGP	Schering-Plough	18.12	Health Care
SIRI	Sirius XM Radio Inc	0.85	Consumer Discretionary
SLB	Schlumberger Ltd.	86.22	Energy
SNDK	SanDisk Corporation	21.72	Information Technology
T	AT&T Inc.	28.75	Telecommunication Services
TGT	Target Corp.	49.51	Consumer Discretionary
TMA	Thornburg Mortgage Inc	0.36	Financials
TWX	Time Warner Inc.	13.83	Consumer Discretionary
TXN	Texas Instruments	22.03	Information Technology
UAUA	Ual Corp	11.8	Industrials
UNH	UnitedHealth Group Inc.	26	Health Care
UPS	United Parcel Service	64.79	Industrials
USB	U.S. Bancorp	34.01	Financials
VLO	Valero Energy	32.69	Energy
VMW	VMWare Inc	28.78	Information Technology
VZ	Verizon Communications	31.05	Telecommunication Services
WB	Wachovia Corp. (New)	14.75	Financials
WFC	Wells Fargo	34.17	Financials
WFR	MEMC Electronic Materials	28.97	Information Technology
WLP	WellPoint Inc.	45.36	Health Care
WM	Washington Mutual	3.2	Financials
WMT	Wal-Mart Stores	58.4	Consumer Staples
WYE	Wyeth	37.54	Health Care
X	United States Steel Corp.	93.67	Materials
XOM	Exxon Mobil Corp.	77.69	Energy
YHOO	Yahoo Inc.	18.93	Information Technology