Thank you, FSU It's very helpful to me. Also, I usually prefer to calculate theoretical price on ivolatility and make some adjustments on...
Thanks guys, very useful info! Could you recommend something else to read about executions on options (fastest routes, rebates, etc.)? Or it...
Thanks, but i supposed that in this case level2 should changed for a while, but bid/ask were unchanged in the moment of execution and before that...
Good day I usually sell calls on high volatility stocks and sometimes i see that some orders executed near the theoretical price but in that...
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