Efficient Spreads with dynamically adjust of long legs
under consideration
K
K Ivan
Just like TS, efficient spreads to dynamically adjust long legs to get the closest-to-the-money strike that has the same mark price as the target leg.
For example, if your target leg definition selected a 4300 Put, but a 4340 Put had the same current mark price, the system would use the 4340 strike instead of the 4300 strike.
r
rusty.moorman@optionomega.com
under consideration