Conversation

can you explain the mark price of MOVE v last traded price? Would mark be the actual movement that day?

Replying to

Mark price is the mid of (bid, ask, last).

Replying to

and

Replying to

and

between these pics and my reply i don’t get it sorry

Replying to

and

Hey, maybe this clears it up. The mid of (Bid =125.50, Ask = 127.50, and Last = 126.75). The value in the middle (mid) of these is 126.75, which is the mark price (in blue)

Replying to

and

Hey Andy why does it say 117 mark then

Replying to

and

Replying to

and

Ah you guys are looking at differen MOVE contracts. The 1213's are what Andy posted; you're looking at the 1212's bid 116.75, ask 117, last 117.5, so mark is 117

5:18 AM · Dec 12, 2019Twitter Web App

Replying to

and

🙄 doh