N newwurldmn Apr 20, 2014 #11 If using mids for the calculation, wide bid/offer can cause small (untradable) discrepancies as well. This is especially true in short dates where a penny has a lot of impact in vega terms.
If using mids for the calculation, wide bid/offer can cause small (untradable) discrepancies as well. This is especially true in short dates where a penny has a lot of impact in vega terms.
