I was doing some analysis with numbers bars... On events like the Merkel spike, and others... Those large blocks on either side of the market are an illusion... If this data is correct... They are just algorithmically placed and when the market actually moves toward them they disappear before they get filled. I mean seriously... Get a few points outside the strike and price is only hitting 400-500 contracts on it's way upward through each tick??? In the last hour of trading where there "appears" to be 3k+ contracts at pretty much every single bid or ask in either direction?