开云体育

ctrl + shift + ? for shortcuts
© 2025 开云体育

Re: Why strike price 5635 missing from SPX option chain for 2025-03-14?


 

If it's missing in TWS, then there's no API issue (at least not on the last mile).
I doubt it wasn't available on the market, so only reasonable explanation is that the gamma was so high it hit some ceiling in TWS.
?
Out of curiosity, did you have the checkbox for local calculations selected or not? Not sure if that is the problem or not so you might want to test (including re-launching TWS after changing it).
Configuration > Volatility and Analytics > Use Local PC to calculate Bid / Ask IV
?
Please let us know here of your results.

Join [email protected] to automatically receive all group messages.