X xflat2186 Aug 31, 2009 #11 Quote from MegaDeth: The trade price, although part of a spread trade, does show for the last price, which does skew the bid/ask for that particular strike price. More... The "last" trade has nothing at all to do with the current bid or offer and therefore does not skew it.
Quote from MegaDeth: The trade price, although part of a spread trade, does show for the last price, which does skew the bid/ask for that particular strike price. More... The "last" trade has nothing at all to do with the current bid or offer and therefore does not skew it.
T tman Aug 31, 2009 #12 Quote from syswizard: Does anyone know if the CBOE or other option exchange qualifies it's time and sales records to indicate a spread trade ? I never bothered to check this out. More... CBOE times and sales indicates spreads last time I checked.
Quote from syswizard: Does anyone know if the CBOE or other option exchange qualifies it's time and sales records to indicate a spread trade ? I never bothered to check this out. More... CBOE times and sales indicates spreads last time I checked.
