Is liquidity low in options now?

Discussion in 'Options' started by gowthamn, Jul 16, 2020.

  1. gowthamn

    gowthamn

    I am not getting fills for SPX options 9 months away. It was good till the first half of last month. Is the liquidity low? Are others experiencing the same?
     
  2. Bekim

    Bekim

    It’s much better then it was in March and April but maybe not as good as last year
     
  3. actively

    actively

    It is bit bad due to the situation that we are in, unfortunately.
     
  4. ZBZB

    ZBZB

    Several large market makers at CBOE were escorted out of the pit when the vix rallied in March.
     
    Nobert, Atikon and Real Money like this.
  5. Matt_ORATS

    Matt_ORATS Sponsor

    The bottom chart shows the long term IV in vol points. Last year was 0.0017 now 0.017, 10x wider. Wow. This agrees with what you say. It looks like after that June 11th down day the markets got wider.
    [​IMG]
     
    Atikon likes this.