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This file contains the Thursday closing price and the settlement price for SPX monthly options for January 2006 through June 2024. Scanning this spreadsheet will give you a sense of the magnitude of the absolute change in value possible from Thursday's close (the last opportunity to close these options) and the settlement price the following day. Data for the Russell 2000 index (RUT) are included only through 2017. RUT data became cost prohibitive in 2018.