I have a historical data set containing only options on gold futures. If I print out a unique list of option symbols I get:

GC, L01, L02, L03, L04, L05, L06, L07, L08, L09, L10, L11, L12, L13, L14, L15, L16, L17, L18, L19, L20, L21, L22, L23, L24, L25, L26, L27, L28, L29, L30, L31, OG1, OG2, OG3, OG4, OG5.

On the CME contract spec they only list two option types, American Options with symbol GC, and weekly options with symbols OG1 thru OG5. My question is what are the other symbols L01 thru L31?



looks like they are short term gold options that were delisted...

  • $\begingroup$ May I ask how you found this? $\endgroup$ – pyCthon Apr 21 '15 at 1:03
  • $\begingroup$ google, simple as... $\endgroup$ – rupweb Apr 21 '15 at 12:34

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