Spx/es options

Discussion in 'Options' started by met1989, Mar 10, 2019.

  1. met1989

    met1989

    its live here are the bids and asks an image and its live
     
    #11     Mar 11, 2019
  2. Robert Morse

    Robert Morse Sponsor

    These are very wide markets. Right now the mid point is $0.45 but I expect it is worth more if I ran a flat vol which I do not have the capacity to do with options on futures. You are basically bidding lower than anyone would sell it.
     
    #12     Mar 11, 2019
  3. met1989

    met1989

    so why in the image above the mark went down and and it didn't get filled?
     
    #13     Mar 11, 2019
  4. Robert Morse

    Robert Morse Sponsor

    I can't tell you that.
     
    #14     Mar 11, 2019
  5. it's the way ToS calculates the mark, which is averaging the mark of the individual legs and not the spread itself. You'll probably have better luck trying this on a product other than a Monday-expiring emini weekly
     
    #15     Mar 11, 2019
  6. met1989

    met1989

    for now even though we are deep in the trading session and hit the mark 30 times it was not triggered
     
    #16     Mar 11, 2019
  7. Robert Morse

    Robert Morse Sponsor

    Interesting. They expire today and right now that spread is worth much less than $0.25. Are you sure you entered a live order? I would cancel it and call your broker.
     
    #17     Mar 11, 2019