D dave_s Dec 30, 2012 #1 What is the preferred (presumed correct) for establishing market value for options on 1256 contracts with a wide bid/ask spread?
What is the preferred (presumed correct) for establishing market value for options on 1256 contracts with a wide bid/ask spread?
1245 Dec 30, 2012 #2 Quote from dave_s: What is the preferred (presumed correct) for establishing market value for options on 1256 contracts with a wide bid/ask spread? More... The OCC generally marks options on the BID/ASK mid point.
Quote from dave_s: What is the preferred (presumed correct) for establishing market value for options on 1256 contracts with a wide bid/ask spread? More... The OCC generally marks options on the BID/ASK mid point.
