Trading SPX after regular hours

S

srk

Member
Does anybody have experience trading SPX options after hours ?

How is the volume of trades as compared to regular hours ?

Ability to get fills at close to mid price on spreads, butterflies and calendars ?

Which brokers do you use for this ?
 
I know only one broker that supports after hours SPX options - Interactive Brokers.
I am told that liquidity is better during European trading hours, before that it could be hard to get decent fills.
 
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I'm curious if anyone has placed trades, as I've wondered how I might track or price options. Since the SPX stops calculating at RTH closing time, I'm thinking that I'd use /ES as a proxy, while subtracting premium. I've gotten fills after the market closes on some Day orders with IBKR, but I'm not sure it that was driven by "clean up" trades from MM's balancing their books, or from price movement and pricing changes.
 
DaveN said:
I'm curious if anyone has placed trades, as I've wondered how I might track or price options. Since the SPX stops calculating at RTH closing time, I'm thinking that I'd use /ES as a proxy, while subtracting premium. I've gotten fills after the market closes on some Day orders with IBKR, but I'm not sure it that was driven by "clean up" trades from MM's balancing their books, or from price movement and pricing changes.
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I have placed some trades in IB as emergency measurement, but it is not frequent.
For pricing options I think TOS reflects current prices, but not greeks.
For greeks you can look to TastyTrades - funny enough they show actually greeks (but not real SPX spot).
For spot estimation you can find an entry closest to 0.5 delta.

And with this neither TOS or TastyTrades allow after-hours SPX options trading.
 
SergB said:
I have placed some trades in IB as emergency measurement, but it is not frequent.
For pricing options I think TOS reflects current prices, but not greeks.
For greeks you can look to TastyTrades - funny enough they show actually greeks (but not real SPX spot).
For spot estimation you can find an entry closest to 0.5 delta.

And with this neither TOS or TastyTrades allow after-hours SPX options trading.
Click to expand...
How about futures trading on ES after hours ? Is the liquidity good on large orders ?
 
srk said:
How about futures trading on ES after hours ? Is the liquidity good on large orders ?
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futures or futures options? I do not think you will have problem filling futures, but as future options I do not have an experience with large orders
 
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