SPX options depth of book

Discussion in 'Options' started by monee, Dec 29, 2022.

  1. monee

    monee

    Does anyone know where SPX options depth of book is available?
    Thanks.
     
  2. Robert Morse

    Robert Morse Sponsor

    It only trades on the CBOE, so that is all you see, Best Bid and best Ask. OPRA does not offer depth.
     
    monee, DarthSidious, optaiwan and 2 others like this.
  3. TheDawn

    TheDawn

    Hope you had a good Christmas, Robert.
     
  4. Robert Morse

    Robert Morse Sponsor

    All three day weekends are awesome. I hope you did as well.

     
    TheDawn likes this.
  5. FSU

    FSU

    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.
     
  6. monee

    monee

    Thanks Robert
     
  7. monee

    monee

    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.
     
  8. newwurldmn

    newwurldmn

    The Spx floor will be like 30 cents wide for a thousand contracts. The listed nbbo is much wider than that.
     
    monee likes this.
  9. monee

    monee

    Thanks for the info.
    I'm not going to be anywhere near that size.