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by tcoppi 3112 days ago
CBOE settles to Gemini's spot price, not GDAX. The prices between exchanges differ dramatically currently.
1 comments

You are correct it trades to Gemini's spot price, but you are wrong in terms of the difference between the two. As I write this there is a 5 cent different between GDAX and Gemini.
in general they are very close but at times of extreme volatility they can differ quite a bit, as was the case several days ago when GDAX surged up past $19,000/BTC and then crashed.