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To: Robert Graham who wrote (4218)5/18/1998 4:10:00 PM
From: Daniel Goncharoff  Read Replies (1) | Respond to of 12617
 
'My limit price is set between the bid and ask and nothing has transacted.'

Bob, I still don't get it. As long as your ask is in between the MMs, how can you have any expectation of getting done, particularly when there is no interest (liquidity is low)?

And I am sure you are not intending to argue that the option 'should' trade at its theoretical price -- market almost never trade where they 'should'...

DanG