That's simple: you have to save the page (or the data generally) before the data gets cleared 1 or 2 hours before market open. In other words: do your research/analysis before the data gets reset... Since options aren't traded premarket or aftermarket, that means you can do your analysis also after market close. But if the underlying makes big moves overnight then your analysis could be void, so you would need to wait for new options data when the options market opens again... But as said it is only the Bid + Ask + Change + Volume that gets reset. The LastPrice and OpenInterest should still be available. The OI gets updated only some hours after market close, ie. after the trade-clearing-process has been finished by the OCC etc.
Hm! I seem to recall something similar when I was trading less liquid products/ETFs in the past. However, don't recall seeing this occur on SPX/RUT, which I now trade almost exclusively. I DO recall the experience (products I had positions in) was unpleasant. The issue being bids (maybe was asked as well -- don't recall) being removed at some interval prior to market open.
I love ❤ RUT. Great underlying and very liquid options. Even with time decay and volatility, some days what you expect to pay for options is way off from what the MMs decide they should be priced. Can really throw you off.
Yes, a bid/ask may show up from many sources. Often it is the last bid/ask from the day or previous day. Before the open on TWS, you'll see bid/asks fluctuate a bit, but often they are the exact same price. None of these quotes should be considered as accurate.
Some trading platforms show the previous days closing option markets, pre-market. They are garbage. Some exchanges show an indication of interested before the open, not sure what platforms show that, but those markets are garbage too. For options, never trade on the open or the close. You are not provided price protection from trade throughs from other markets. And, at the close, they do not have to be the last price, as it is done by a MM on a bets efforts bases. Always wait a few minutes for all the exchanges to settle in their quotes for the open. Near the close, if you need an execution, I suggest you get aggressive with 5 minutes to go.
SPX options have a pre-open trading that is live. Most platforms don't provide access as few brokers want to add staff that early for very little volume.
Speaking of closing, I've cut it close before. Like 3:58PM on an expiring Option. Man! What an adrenaline rush. Totally irresponsible.