Times & Sales and VWAP price

Discussion in 'Options' started by arturo100, May 12, 2020.

  1. I was looking at the Times&Sales of this trade on May 15, Put 165 on WDAY, made yesterday at 21:37:04 (Rome Time). The snapshot is from TWS and indicates that the trade was split in smaller ones across several different exchanges. Apparently, the order filled the ask price, so I guess this was a buy. However, when I look at VWAP column, I see several figures that are that closer to the bid, rather than to the ask. I was wondering if it was safe to assume that this exchange was made on the ask @2.40 and therefore puts were bought.
    Thanks in advance.
    Arturo.

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