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futures

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Re: Question on trading options

Thanks ST,
Placed few limit orders few minutes back in (demo account IB). Noticed avg of 2 points slippage for NF. It may be different post lunch when market depth is good.

Question 3: which put/call option has more liquidity(less slippage) (6000,6100).
I use NSE now and i don't have that kind of slippage in futures...what am i missing?...most of the time, my limit orders would be executed(90%) but on a runaway market(sudden spike or fall), i might get filled only partially...for eg:, lets say i put an order to buy 50 lots of Nifty futures, i might get filled only 20 lots and the remaining would be still open - this kind of partial execution usually happens in a SL order..nowadays, i have come to terms with it..no choice really :(

according to my trading journal, i had slippage of less than 0.4 twice in the past 3 months...so, not sure why Interactive Brokers has a huge slippage?..I am assuming IB = Interactive brokers..with the money they are charging, they should be super good with execution..very surprised..
 

ajeetsingh

Well-Known Member
I am silent tracker of your posts but you nowhere mentioned this trade :annoyed:


I dont lie, bro
I cant provide sensitive details here, hope my chat with Rdutt stands in my support, check timings plz or clarify with Mr. Rdutt
But I am hurt!

 

futures

Well-Known Member
Re: Question on trading options

2) For Nifty options it is 0.5 to 1 point max. Are you sure Nifty Futures has slippage of 2 points ?

Smart_trade
Smart_Trade,

Slippage also depends on the size of the trade and the liquidity right?..if the size is relatively small compared to market liquidity, the trade usually won't have a slippage..Nifty option chain (esp the OTM side of it) seems to be the most liquid in Indian market...

I am still eagerly waiting for the day where

1. we have volume/liquidity even in ITM calls/puts for the current month...good for spreads and delta(value for money)

2. Good liquidity in 2-3 months out calls/puts for time spreads

3. LEAPS - i guess i should be dreaming here :)
 
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