Simone,
If you have the OPRA subscription it covers the options but not the underlying SPX index. For the index you would need CBOE Streaming Market Indexes or US Securities Snapshot and Futures Value Bundle.?
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So with only the options subscription TWS can return some tick types such as bid/ask/last, but can't return the greek values which require the real time index price to calculate. Thats why it returns the message:?
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"Part of requested market data is not subscribed. Subscription-independent ticks are still active.Delayed market data is available.SPX S&P 500 Stock Index/TOP/ALL"
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However you can still receive the bid/ask/last/ values for the options. I would double-check if those are being returned. Please note there won't be a 'last' price in the current day if the option hasn't traded.
Josh (IBKR)
