Been trading futures Calendar spreads for some time by watching changes in the price ladder, which has its inside bid/offer prices derived from difference of inside bid/offer of each outright contract i.e. leg. Lot sizes at each price level of the spread seems to be a combination of what's at respective levels in the price ladder of each outright, plus orders exclusive to the spread's DOM. Anyway, I'm trying to figure out the proper way (if there is one) of calc'ing the prices & sizes of a price ladder for Cals in stock options e.g. AAPL Jun-Jul 600 Call monthlies. In apps like TWS you can of course retrieve the spread and display it to buy/sell therein, but only get a best bid & offer, no DOM. Can anyone point to a reference for doing this?