SPX P&L, bid/offer spreads, skewed marks

[faust]

Can you comment on:
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I am using a proprietary process which requires TOS to be running, which requires some hand-holding/babysitting of TOS as TOS cannot run for weeks without some TLC. Curious of the API you reference and how it interacts to extract the option prices. -- Am guessing it is NOT thru TDA-API, as that has gone from mediocre to unusable this year! -- A penny for your thoughts.

am on EST NYC time, am just streaming raw TOS IV data via RTD XL links, here's a comparison of two vol surfaces raw TOS vs parameterized Dumas Whaley model

 

[sle]

Unless you are making markets (in SPX, of all things), intraday marks in IV should not concern you much. If you are making markets, you should have a much better system in place.