Re: Why SPX options strike 5635 missing from options chain for 2025-03-14?
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It’s normal. Sometimes the exchanges don’t publish all “expected” strikes. Also happens for stocks. With IBKR’s? reqSecDefOptParams you can retrieve valid strikes.?
On Sat, 15 Mar 2025 at 08:49, Lewis_Tang via <lewis91960127= [email protected]> wrote: My algo tried to define options contract for strike price 5635 with expiry on 2025-04-14 (0DTE), but got error message saying "Unknown contract". I then found that this particular strike (5635) was missing from the options chain (spot was trading at around 5610 at that moment). I suppose SPX's strikes are listed every 5 points (unless the strike is very far away from spot or it is long dated like a year ahead). Is this common ? How do you guys' code cater for this missing strike ?
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