Here's something I notice quite a bit. I trade options on the E-mini exclusively. When I bid inside the spread, I see my single E-mini option but at the same time another 20 are tagging along at the same. Am I setting the price? The size of the bid changed simultaneously with my trade trade entry, no delay.
also, somewhat of an anomaly some of you might find slightly innaresting - this is second month in row it has happened:
I have a small gain for the month of Feb (.91%) yet at NO time was I NOT delta negative. SPX - up about 4.4% for the period. IOW I was short the market the whole time, the market went yet I still had a gain (though the day ain't over!)
also, somewhat of an anomaly some of you might find slightly innaresting - this is second month in row it has happened:
I have a small gain for the month of Feb (.91%) yet at NO time was I NOT delta negative. SPX - up about 4.4% for the period. IOW I was short the market the whole time, the market went yet I still had a gain (though the day ain't over!)
