Support Board
Date/Time: Mon, 03 Mar 2025 21:57:13 +0000
Post From: Denali Options Data - missing Option strikes
| [2021-11-05 11:08:48] |
| User12089 - Posts: 365 |
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The Denali Options Data for CME for e,g, ES seems to be missing strikes price levels. The Options in the Denali feed come at strikes which are 50 points apart, while the actual strike distances as traded on CME are only 5 points apart. That results in huuuge gaps of not covered Options in the Denali data feed ie it is missing allot of Options for the strikes between the 50 p increments
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