Explain this price action?

Sure, I can use underlying + option price information, days to expiry, etc. and back out estimates for initial and current volatility. I remain puzzled that volatility dropped when price dropped, and not an insignificant amount.
 
jimmyjazz said:
Sure, I can use underlying + option price information, days to expiry, etc. and back out estimates for initial and current volatility. I remain puzzled that volatility dropped when price dropped, and not an insignificant amount.
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You bought vol when it was bid up, partly because of the recent 20+% drop in spot. After that, the stock did not realize much and people got rid of it. This type of stuff happens.
 
OK, splain this one to me Ricky. It's after hours on IBKR and I'm hitting the bid to sell some of an illiquid stock. I click and the bid disappears. I cancel and the bid reappears. I hit it again and the bid is gone. Is this some sort of HFT speed advantage over me or is there something else? Spoofing?
 
spindr0 said:
OK, splain this one to me Ricky. It's after hours on IBKR and I'm hitting the bid to sell some of an illiquid stock. I click and the bid disappears. I cancel and the bid reappears. I hit it again and the bid is gone. Is this some sort of HFT speed advantage over me or is there something else? Spoofing?
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I assume you are talking to me? :) it is HFT playing games.

PS. @jimmyjazz is totally right
 
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