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Not bad from my experience, usually 3 option tics between the bid and the
ask:
I checked open interest on the 19th for the March's that are expiring today.
If it helps they were:
107 Call 11,606
106 Call 25,523
105 Call 11,764
104 Call 24,582
103 Call 9,357
103 Put 6,731
102 Put 13,376
101 Put 13,970
100 Put 24,779
----- Original Message -----
From: David Folster <mr_bond@xxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Friday, February 22, 2002 11:14 AM
Subject: US Options
> Can anyone tell me how liquid bond futures options are?
>
> Thanks,
>
> David
>
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