what underlyings have options that expire at the end of the month as opposed to the 3rd friday?

Question

for example, i see that the S&P 500 mini from CME has options that expire Jan 31 - is there anything else like that?

Answer 1

The CME has end-of-month options "for its S&P 500 and E-mini S&P 500 index futures (starting) May 2006"
http://investor.cme.com/ReleaseDetail.cfm?ReleaseID=190371

In July 2006, both the ISE and NYSE-Arca started offering "quarterly" options on 5 ETFs that expire at end-of-month (last day of March, June, Sept, Dec) on (DIA, XLE, IWM, QQQQ, SPY)
http://etf.seekingalpha.com/article/14219
NOTE: those same quarterly options also trade on the CBOE
http://www.cboe.com/AboutCBOE/ShowDocument.aspx?DIR=ACNews&FILE=20060707.doc
http://www.cboe.com/micro/quarterly/introduction.aspx

The "etf.seekingalpha.com" article also mentions CBOE's "weekly-expiration options" on 4 indexes (SPX, mini-SPX, OEX, XEO) that are "end-of-week" expiration every week
http://www.cboe.com/micro/weeklys/introduction.aspx

Answer 2

Not that I know of. Even the CME has EOM (end-of-month) options only on S&P 500. None of the other indexes on which CME has listed options have EOM options. Part of the reason is that EOM options are European (i.e., exercisable only on the expiration day), while the standard CME options are American (i.e., exercisable any time before expiration).