Can someone explain how option market orders entered prior to the open are executed. Is there one opening pring, or do the sells get executed at the bid and the buys at the offer? Is this a dangerous way to enter an order. I'm talking a small order like 10 or 20 contracts. Is it possible if i want to sell 10 contracts at market at the open that i could end up getting a better fill because perhaps there might be more people buying contracts on the open (thus i would get filled closer to the offer)? If i'm going to buy a straddle at market, is there really much difference than buying at market on the open or say doing it at market at 9:45?? Talking 10 contracts. Thanks in advance.