gu.qi2022-10-01 18:36:20

This may be a particular instance that (futres) options trading has some disadvantage for traders. In this trade the index gained 12 points during 3 hours, but the option value gained ony $0.50. Is that stoled, or normal pricing? 

 

8:46 AM #9208680951 tIP BOT +2 /ESZ22 1/50 OCT 22 (Tuesday) (Wk1) /E1BV22 3650 CALL @55.25MARK=3664.00 IMPL VOL=34.66% , ACCOUNT 86*****47

As so disappointed 12 points gain with no value increase!
11:07 AM #9210259525 tIP SOLD -2 /ESZ22 1/50 OCT 22 (Tuesday) (Wk1) /E1BV22 3650 CALL @55.75MARK=3676.75 IMPL VOL=33.14% , ACCOUNT 86*****47

Beyond_Soros2022-10-01 21:00:37
This is a misunderstanding of how option price is determined
gu.qi2022-10-02 06:49:00
VIX dropped 2 points from 31.5 yo 29.5. That does not justify 12
Beyond_Soros2022-10-02 22:07:00
The model for option price is more complicated than we think
gu.qi2022-10-03 03:48:48
My limit order that got hit might be one of the causes...