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Showing content with the highest reputation on 10/01/25 in all areas

OptionNET Explorer Backtesting

As you probably know, each dot represents the midpoint price of the position at different points in time throughout the day. When you see bigger variations like this with the dots when the stock price stays around the same level its likely that the bid/ask spreads are wider so the midpoint price is jumping around a lot. It can also be a bigger change in RV but that is less likely.
- October 1
2 points

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