There are some size offers on the ask on the ES puts for October. The usual 150 has gone upto as 1810 or 1910. Is there a new market maker? Market doesn't appear to be any tighter just bigger.
CME E-mini S&P 500 Options More Than Double Previous Volume Record Technology Enhancements for Equity Options to Launch on Oct. 9 CHICAGO, Oct. 6, 2005 â CME, the worldâs largest and most diverse financial exchange, set a new volume record on Wednesday, October 5, for options on CME E-mini® S&P 500® futures with 107,985 contracts traded, more than double the previous record of 45,903 contracts set on Sept. 15, 2005. Open interest also reached a new level at 334,123 positions. Average daily volume in CME E-mini S&P 500 options has grown from 9,417 in the first quarter of 2005 to 15,980 contracts traded in the third quarter. In September CME E-mini S&P 500 options averaged a record 20,540 contracts per day. Beginning on Sunday, October 9, CME is implementing technology enhancements, including mass quoting capabilities for market makers, which will further facilitate trading of its electronically traded equity and foreign exchange products including CME E-mini S&P 500 options.
Thanks, gives me a bit of a clue. http://www.cme.com/trading/dta/del/...uctFoiType=OOF&ProductVenue=G&ProductType=idx
I have just found the last size column is populated but not volume. Any ideas why globex options do not have a volume figure for each strike on IB?
Why margin requirement on ES options is so high?I tried a sell of put option Nov expiry and strike price at 1135 and margin reqd was nearly $1940 for one contract.Any explanation much appreciated. Thanks
Presuming you are using IB you have to take the figure you get when you press check margin from what the margin figure was beforehand.