Tuesday, October 6, 2009
Bummer
NG rallied to 5.12 level this morning and my 4.75 call sell order was close to get filled but no luck. Then NG tanked. In any options, the best liquidity exists at the money. The bid/ask on 4.75 call options was at least $400 apart! Considering YM is only $5 apart, that's quite a bit. I'll leave my order alone for now.
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