It only trades on the CBOE, so that is all you see, Best Bid and best Ask. OPRA does not offer depth.
You can actually get depth of book through the CBOE BBO feed. It offers some interesting information as well such as expected opening price. For more information, go here and scroll down to US Options Market Data Products. Cboe Market Data Services Note that this isn't cheap and not really meant for retail. When I checked last year, they quoted me a price of just under $10,000 a month.
I'm interested in at what size trade you would start to go thru a few levels. Never had an issue with 10 contracts. But not 10k a month interested. Thanks for the information.
The Spx floor will be like 30 cents wide for a thousand contracts. The listed nbbo is much wider than that.