Dr. Wang,
The floating close time (anywhere from :04 seconds to :53 seconds) is avoidable.
Code to mark consistently between :00 or :05 and I won't ask why is there is 50 second variance.
Why is there a 50 second variance?
To often the trade swings to the wrong side of strike for me... with no transparency. Varian
Thanks for your reply.
P.S. European options < American options