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: 11/24/2025

 

 

Contract Settlement Synthetic
Feeder Cattle January 2026 304.975 300.200
Feeder Cattle March 2026 297.800 293.600
Feeder Cattle April 2026 296.100 292.000
Feeder Cattle May 2026 294.075 289.800
Feeder Cattle August 2026 294.175 290.000
Feeder Cattle September 2026 291.850 287.800
Feeder Cattle October 2026  289.175 297.125
Feeder Cattle November 2026 285.825 293.775
     
Live Cattle December 2025  207.200 205.000
Live Cattle February 2026 207.525 205.550
Live Cattle April 2026  207.900 205.200
Live Cattle June 2026 201.725 200.000
Live Cattle August 2026 198.375 196.300
Live Cattle October 2026 197.375 195.800
Live Cattle December 2026 197.525 196.775
Live Cattle February 2027 197.050 196.300
Live Cattle April 2027 196.075 195.325