Synthetic Prices Used For Options Settlement Derivation

As a result of the underlying futures settling at their limit prices for the below options, these are the synthetic prices used for the derivation of the corresponding options settlements:

Trade Date: 7/27/2026

 

 

Contract Settlement Synthetic
Feeder Cattle October 2026 325.225 323.000
Feeder Cattle November 2026 321.025 316.000
Feeder Cattle January 2027 314.775 312.000