Elitetrader Posted September 25, 2020 Posted September 25, 2020 does pegging to midpoint volatility, translate to ~ midpoint in bid ask spread FOR COMBOS when buying or selling? pegging to volatility seems a bit abstract? opinions. l frequently set orders on combos based on conditional orders being satisfied, eg if SPY > 340, close a combo. l have to guesstimate the price the combo will be at, l believe risk navigator can guesstimate this too. l want near the mid price, rather than just doing a market order. can we get the mid price for a single leg? Quote
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