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A spread ca refer to one of: * the difference between the bid and the ask price of a security. * an options position established by purchasing one option and selling another option of the same class but of a different series. * The difference between a financial measurement relative to some benchmark (e.g. credit spreads, Z-spreads)

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What is causing large bid/ask spread in IEX top of book data?

Wide Spreads? The wide spreads you are seeing are very likely due to your data being from IEX. The IEX "speed bump" sounds great until you get into the market microstructure theory of it. … Guessing at Market-Wide Spreads Here's a way to check if IEX spreads are competitive: go to Google Finance and look at intraday prices. …
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How is it possible that these deep ITM stock options on DISH went from 52,000 volume, 550 op...

If you look at DISH's dividend history, you can see that on 20111101 DISH declared a special $2/share dividend payable on 20111201. The ex-date for that 8% dividend was... 20111115. The $2/share drop …
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