Frontend for CME futures options butterflies

Discussion in 'Options' started by DeltaOneFutures, Sep 26, 2020.

  1. Last edited: Sep 26, 2020
  2. ZBZB

    ZBZB

    .sigma likes this.
  3. Robert Morse

    Robert Morse Sponsor

  4. xandman

    xandman

    Your combo ticket should be sufficient unless you want an execution edge for large quantities.

    You won't exactly see a continuous series of possible options fly combinations as "exchange listed". It is unlike the market for Futures butterflies.

    Rather you will see the RFQ listings which will contain individual and blocks of flys that are in demand. The combinations and quantities will be sporadic and it is up to you to decide, if you want to provide liquidity.

    When you structure a fly and send the order ticket, that combo becomes a part of the RFQ listing process. CME shows these listings on CME Direct.
     
    DeltaOneFutures likes this.
  5. However, CME direct is free AND has better RFQ functionality.