nice expiration play BUT..... (pls advise)

dewitte

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This week I made a first small expiration week play. Last Wednesday sold a put credit spread (US stock options), Thursday covered the short leg for a profit. At that time there was no bid for the long leg so I thought I was stuck with it. This Friday morning I realized I might as well submit a sell market order perhaps to fund a beer.

At market open there was

no bid – 0.15 ask, size 10.

A few seconds after transmitting my order (IB SMART) this changed to

no bid – 0.05 ask, size 11.

Unconsciously I assumed that the first of those 11 was mine (despite being a market order), in any case my order must have initiated the offer change. I didn’t check back till after market close and it turns out I still have my put, but meanwhile ten puts have traded at 0.05 around 2:00 PM.

Now I am confused. Who sold these ten? Was I standing in line behind some very coincidental and exactly 10 similar market orders while there was no bid? And when there comes a bid, who goes first? Perhaps in this case I would actually have been better off with a 0.05 limit offer so that, at least according to rules (right?), I would have been first in line to sell at 0.05? But then again, wouldn’t the market orders go first?

Hey this time it’s about $5 but next time it might be more and in any case I’d like to finish in style. So has anyone experience in these procedures and can explain what happened and how I could have increased the chance of selling my contract? Thanks much for any advice!

-dewitte
 
This wasn't your everyday problem but for any reader interested in knowing more about this issue and US option executions in general, Steve Smith was kind enough to dig into this.

-dewitte
 
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