Lack of bid offer on ACI call 19 April expiration

Discussion in 'Options' started by arturo100, Mar 27, 2023.

  1. Right, but you have to consider also people willing to sell to open. He is basically refusing to take any offer from them. Moreover, people in my shoes would rather exercise their calls instead of taking a bid below the intrinsic value.
     
    #11     Mar 27, 2023
  2. smallfil

    smallfil

    The market maker will do what suits him to make him the most monies. We do not have control over what he does. What we can do is align our orders with his. So, if he is low bidding your call option, do not sell it during that day. Wait till the next day. If he was able to buy call options dirt cheap, he will end up flipping it and now be on the ask side and having high ask prices. We can then, undercut him by putting an in between price between the bid and ask and in most cases, will get our order filled. We have also, gotten out at a better price than the previous day.
     
    #12     Mar 27, 2023
  3. rb7

    rb7

    You know, when we're referring to Market maker, we are not referring to a single individual sending quotes manually, and deciding or not to quote on a particular strike. A MM can have hundred of thousands of series to quote on. So it's all done automatically based on pre-defined parameters.
     
    #13     Mar 27, 2023
  4. This is exactly what I am worried about. Is the algorithm decides non to hedge under certain circumstances, the whole firm might find itself out of the market on a bunch of options like this. In this way, besides fees and costs of your employee, they will waste (part of) the investments made on the equipment for market making.
     
    Last edited: Mar 27, 2023
    #14     Mar 27, 2023
  5. I am not complaining. I was just trying to find out the MM way to work, in order to get a possible alignment.
    As I said, if he persists with a low bid, I might end up to exercise the call. Or I may hold for a few days, as you suggested, since there are plenty or rumors on ACI. Anyway I hope the MM at least covered by now.
     
    #15     Mar 27, 2023
  6. rb7

    rb7

    MM don't hedge each time they trade cause their positions are netted.
    They make their money from buying at the bid and selling at the offer ('the spread').
    And don't worry, they'll make money even (or especially!!) if they don't offer you a good price.
    If you don't want to trade against MM (or minimize it), you shouldn't trade 'unliquid' options.
     
    #16     Mar 27, 2023
    smallfil likes this.
  7. newwurldmn

    newwurldmn

    he’s quoted low because he doesn’t want to get sight flat footed on a market turn. If you post an offer that’s reasonable, you will likely get lifted.
     
    #17     Mar 27, 2023
    FSU likes this.
  8. Just add your own Fake Bid... :)
     
    #18     Mar 27, 2023
  9. maxinger

    maxinger

    ACI call 20 April much better OI.
     
    #19     Mar 27, 2023
  10. Indeed, I bought also several call 20. The massive buying of this call on march 20 (40,000) was actually what sparked my interest on the underlying. When I spot these opportunities, I usually make also more conservative bets and for this reason I bought also the call 19.
     
    Last edited: Mar 28, 2023
    #20     Mar 28, 2023