Nanex ~ 22-Oct-2012 ~ Lean (Quote) Hog Futures Options
On October 22, 2012, between 14:00 and 15:00, there were approximately 470,000 quotes in the February 2013 Lean Hog Futures Options 81 Calls. There are over 90,000 futures
option contracts at the CME. Good thing only one of them was a (quote) pig.
1. February 2013 Lean Hog Futures Options 81 Calls - 2 second interval chart showing bids and offers.
The ask prices walk up 0.10 at a time, sometimes as high as 8,000 and then reset and
repeat. The bid price remains constant at 3.525