Could anybody give me some insights into how pit-traded options work? What I mean is: If you are looking at a thinly traded issue, how do you know what the current bid and ask are? I've been eyeing Euro options. I've made some $ off of the recent Euro run-up and I thought I could buy a Euro futures call option now to lock in some profits and still have some upside. But I'm baffled about how to go about it. I have Tradestation (besides IB) as a futures broker. They have this software called Tradestation Futures 3.0 and I have to say, compared to TWS it is a piece of dung. (At least at first sight, maybe I just haven't figured it out yet.) I can't figure out how to see a current bid and ask for, say, IMM Euro options, 116 Calls. Is it possible?