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Why SPX options strike 5635 missing from options chain for 2025-03-14?

 

Thank you Daniel. I need to change my code to cater for this.
 

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.?

Daniel


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 ?
 

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 ?

Screenshot 2025-03-15 at 11.34.28?AM.png

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