Do any brokers accept pegged orders for options? I am currently trading options intraday on TradeStation, and the "Peg" button is greyed out and inactive in the order manager panel when trading an option.
Interactive Brokers does, but this depends on a single option, or option combos. Combos can be “pegged” to the price at the time of placing the order, while single options can be relative to the mid price while the order is placed and waiting to be filled.