How are option spreads and butterflies matched?

B

ben111

I'm looking for some informations how the exchanges manage orders in spreads or butterflies. For example let's take the CBOE and their options.
Is an order in a butterfly linked with the orderbook of the three options and how do you get a fill and how does the CBOE system manage these trades?
Unfortunately I couldn't find good informations about that topic.

Thanks and regards

Ben
 
You must log in or register to reply here.
Back
Top