Recent content by dmgi

Thank you, FSU It's very helpful to me. Also, I usually prefer to calculate theoretical price on ivolatility and make some adjustments on volatility before placing an order Do you use this kind of services? Or maybe you can recommend something like that

Thanks guys, very useful info! Could you recommend something else to read about executions on options (fastest routes, rebates, etc.)? Or it better to go on Execution Topic on this forum?

Thanks, but i supposed that in this case level2 should changed for a while, but bid/ask were unchanged in the moment of execution and before that Also i founded regulators documentation and there was something about spread limits like if spread more than 1.0 than marketable order will fill with...

Good day I usually sell calls on high volatility stocks and sometimes i see that some orders executed near the theoretical price but in that moment bid and ask are quite different. Like bid/(my)ask 1.0/2.0 theo val 1.5 and executed on 1.6 I know that cboe route has a possibility to place...