I'm mainly interessted in equity options. Thanks for the info. I really didn't know that there exist a seperate orderbook for such complex orders....
Hi, I would like to learn about your experiences with multi-leg trading (2 or 3 legs). What can go wrong, what are the biggest dangers? I'm...
It seems I made a silly logic error :-( Thx for the help, and sorry for the confusion...
OCC has already OI=686 in its records, so IMO the overnight trades are IMO fishy... How can they trade overnight/premarket so many contracts...
But it is exactly the opposite: OI gets updated, but not the volume...
Are you sure about the one day delay? Any reference to official rules? I just can't see any reason why it should be delayed. Is the volume delayed...
Pls see the above posting; the spread is the same; it was an overnight action by someone else... I just try to understand what's going on there...
I've observed it between two sessions: This is at yesterdays EOD: K=25.00 IONS160603C00025000 L=0.25 B=0.20 A=0.30 C=0.00 Vol=166 OI=588 And...
Hi, if OI changes (up or even down), but not the volume, what does this mean, and how is that possible at all? Ie. I've seen cases where OI...
In the previous posting I showed the error cases. It looks like that this buggy "free" data has cost me a friendship... :) B/c I had to...
For example the Ask price of strike 30 says $3.30, but in reality it is only $0.40. Similar with strikes 31, 33, 33.50, and 34. For me this is...
Hi, I discovered the hard way that many options data at finance.yahoo.com are completely wrong! Below is an example screenshot of IONS. Also the...
Hi, what does the difference of 100 mean? I mean, what's the reason for that difference?
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