Contributor, Benzinga
September 27, 2024

The S&P 500 is a market index that follows the 500 largest companies in the stock market. You can invest in the S&P 500 and instantly have a diversified portfolio. Some traders prefer to get exposure to the S&P 500 through options like SPY and SPX. A good options trading broker can help you get started, tap into the best strategies and save on fees. This article will give you a foundation for how these options work so you can craft your trading strategy.

What Are SPY Options?

SPY options let traders take bullish or bearish positions on derivatives that respond to price movements from the S&P 500. A long call is bullish and gains value from price increases to the S&P 500, while a long put is bearish. You can also enter a bullish position with a short put and a bearish position with a short call. 

Before trading SPY options, it’s important to know what SPY actually is. SPY is an exchange-traded fund (ETF) that mirrors the S&P 500’s performance. While you are technically trading an ETF instead of an index, the ETF performs just like the renowned index. 

What Are SPX Options?

SPX options give you direct exposure to the S&P 500. You don’t have to worry about how an ETF’s fees impact the underlying stock’s price. SPX options give you exposure to the S&P 500 index fund instead of an ETF that mimics the index’s performance. 

SPY vs. SPX Options: Key Similarities

Investors often compare different options in trading. SPY and SPX are two popular choices. Both are linked to the S&P 500 index. Traders use them to speculate on market movements or hedge their positions. However, SPY and SPX have unique structures that can impact trading results. SPY is an ETF that represents the S&P 500. SPX refers to options on the index. Knowing these similarities helps traders make better decisions in the options market.

Underlying Benchmark

SPY and SPX options are both based on the S&P 500 Index. This index includes 500 of the largest U.S. companies from various sectors. Since they share this benchmark, their price movements reflect the same group of companies. Therefore, SPY and SPX options provide exposure to the broader U.S. equity market. They allow investors to speculate on or hedge against the performance of large-cap stocks. Economic indicators, earnings, and market sentiment can influence the underlying index in similar ways for both SPY and SPX options.

Options Types and Strategies

SPY and SPX options are similar types of contracts. SPY offers American-style options, which can be exercised any time before expiration. SPX provides European-style options, which can only be exercised at expiration. Despite this difference, investors can use similar strategies with both options. Popular strategies include covered calls, protective puts, iron condors, and spreads. These strategies can be executed using either SPY or SPX options. This flexibility makes both options valuable for managing risk and enhancing returns. They also help investors gain exposure to market moves.

High Liquidity and Trading Volume

SPY and SPX options are among the most liquid options in the market. Liquidity is important for traders. It allows them to enter and exit positions without affecting market prices. The high trading volume of SPY and SPX options leads to tight bid-ask spreads. This reduces transaction costs and enhances trading efficiency. High liquidity also supports efficient price discovery. Prices can quickly reflect market consensus, offering traders greater transparency for both short-term and long-term trades.

Market Efficiency

SPy and SPX options are popular and have high trading activity. They operate within highly efficient markets. This efficiency ensures options are priced based on the latest available information. This includes economic reports, earnings, and global events. As a result, traders and investors can make quick, informed decisions. Market conditions are constantly updated. Whether traders use advanced algorithms or manual strategies, they can rely on SPy and SPX options for accurate pricing that reflects market sentiment.

Volatility Sensitivity

SPY and SPX options are sensitive to market volatility. This sensitivity is measured by the VIX (Volatility Index). Both options are linked to the S&P 500 Index. Increases In market volatility can occur due to economic uncertainty, geopolitical tensions, or company-specific news. These factors affect the prices of SPY and SPX options similarly. Traders often use options to hedge against or profit from expected changes in market volatility. As volatility rises, the prices of both SPY and SPX options typically increase. This reflects the greater uncertainty about market direction. Investors monitor changes in implied volatility when trading either instrument to adjust their strategies.

10 Major Differences Between SPY and SPX Options

SPY and SPX give you exposure to the S&P 500, but these options have key differences you should know before getting started.

Paying Dividends

SPX does not pay a dividend, but SPY does. Dividends may not seem relevant because someone buying options does not own shares. You only receive the dividend if you own the shares before the ex-dividend date. 

But the dividend is relevant for options traders. Some traders may exercise SPY options early to be on time for the dividend. An ex-dividend also lowers the stock price, which will affect your option’s value. If SPY offers a $1.60 dividend this quarter, SPY’s share price will decrease by $1.60 on the ex-dividend date. Options do not get adjusted downward proportionally to the ex-dividend, but a decrease in share price hurts calls and helps puts. 

Trading Style

Traders can use two approaches for their options trading. SPY options use the American style of option trading, while SPX options use the European trading style.

Investment Cost

Several factors influence an option’s cost, including the underlying asset’s price. Because the S&P 500 is roughly 10 times the price of SPY, the options for SPX require a higher investment. An investor would have to purchase 10 SPY calls with $400 strike prices to get the same exposure as one SPX call with a $4,000 strike price.

Settlement Price

If a SPY option gets exercised, shares exchange hands. A call holder will receive 100 shares, while someone with a put can sell their 100 shares. Instead of letting traders exchange shares, SPX options involve cash. SPX options give traders the cash equivalent of their in-the-money profits plus the initial investment. If the option expires worthless, the trader gets nothing back.

Expiration

SPY options follow the American trading style, which means options expire on Fridays at 4 p.m. Eastern. Some ETFs like SPY have multiple expiration dates each week, but most stocks expire after Friday’s close. 

SPX options follow a different model, the European trading style. Most European options also expire on Friday’s close, but the third Friday of each month presents an exception. Options that expire on the third Friday don’t benefit from Friday’s price movements. These options stop trading after Thursday’s close. You cannot exercise a SPX option and have to wait for the settlement date to receive cash (SPX options do not involve shares changing hands), but you can exercise a SPY option at any time.

Contract

Options traders can only get involved with two types of contracts: calls and puts. These derivatives enable various options trading strategies you can use for SPY and SPX options. Both options let you engage in calls and puts.

Value

SPX options hold a higher value than SPY options because of the difference in share prices. A trader needs 10 SPY options to have the same value as one SPX option. While SPX options hold more value per contract, they both produce similar returns. If the S&P 500 increases by 1%, the SPY will also increase by roughly 1%. A 1% increase in the underlying asset’s price will produce nearly identical percentage gains for SPX and SPY options.

Liquidity

SPX and SPY both have great liquidity. They are among the most in-demand options, with generous bid-ask spreads. Other options with less liquidity have wider spreads, which makes it more difficult to realize profits. If you want to quickly enter and exit options within seconds without getting burned by the spread, SPY and SPX options are great choices.

Tax Treatment

SPX options are better for taxes and can help you save money because of how capital gains work. Sixty percent of your gains from SPX options get treated as long-term capital gains, while the remaining 40% of gains are treated as short-term gains. SPY options do not have the same luxury because all of their gains get treated as short-term gains. Short-term gains get taxed at a higher level than long-term gains, so you can end up with a higher tax bill if you trade SPY options.

Flexibility

SPY and SPX both have more flexibility than other options. While many options only expire on Fridays, you can trade SPY and SPX options that expire on any weekday. You can trade days to expiration (DTE) and zero days to expiration (0DTE) options on any day of the week if you desire. While each options trader has their own risk tolerance, SPY and SPX options offer the greatest flexibility to meet your needs. 

SPY vs. SPX Options: Which is Better to Trade?

When looking at SPY options versus SPX options, there are important differences to consider related to ease of trading, tax effects, and liquidity.

SPY options are ETF options that are more accessible for newer traders. They are generally easier to trade because they are familiar, have tighter spreads, and high liquidity. On the other hand, SPX options are cash-settled index options that have benefits like no assignment risk, so traders don't have to worry about exercising their positions.

Tax efficiency is an important factor; SPX options qualify as 1256 contracts, offering a better long-term capital gains tax rate on gains. On the other hand, SPY options are taxed according to the holding period, which can result in higher short-term capital gains taxes.

Both SPY and SPX options aim to take advantage of fluctuations in the S&P 500 Index, which makes them appropriate for both hedging and speculative trading strategies. The decision to choose between SPY and SPX options ultimately depends on the trader's level of experience and tax implications.

Frequently Asked Questions

Q

Is it better to trade SPY or SPX options?

A

Both options mirror the S&P 500, but SPY is better for getting started. SPX is better for capital gains taxes.

Q

Does SPX move the same as SPY?

A

There might be small variances, but if SPX increases by 1%, SPY is likely to increase by 1% as well. Any differences in performance should be minimal.

Q

What are the best times to trade SPY and SPX?

A

That depends on the trader. Some traders thrive during earnings reports, while others prefer trading with less volatility.

Marc Guberti

About Marc Guberti

Marc Guberti is an investing writer passionate about helping people learn more about money management, investing and finance. He has more than 10 years of writing experience focused on finance and digital marketing. His work has been published in U.S. News & World Report, USA Today, InvestorPlace and other publications.