Quote from just21:
Pity about the index value as that means no model price and deltas. If the 175 strike was added today, is that why there is no volume but there is last size? This is the only options market I have seen where I cannot make a better price. Guess I will just have to hit the bid.
Quote from just21:
I got the volume on the 175 now, thanks. How about closing/last prices when the market is shut? Other option markets in TWS have this. Why are there not more otm strikes above 175 as that is only roughly 5% from the futures value? The 175 calls did 665,230 lots, wouldn't that indicate interest in higher strikes?