I can't figure out the logic behind SPX option data for 2008-2009 years.
First, all traditional SPX options have exp_date on the third Saturday of each month. How can it be? Why not Friday?
Second, I have traditional and end-of-month option series, but not Weeklys. Is my dataset incomplete, or were they not introduced back then?
Third, the list of exp_dates doesn't make any sense to me. For example, on 17-Jun-2008 I have traditional options with expirations in: Jun 08, Jul 08, Aug 08, Sep 08, Dec 08, Mar 09, Jun 09, Dec 09 and Dec 10. And EOM options expiring in Jun 08, Sep 08, Dec 08, Mar 08. How does CBOE decide, which options to list?