Far OTM options are often end up with one-sided market (where bids are missing).
These scenarios are difficult to simulate and difficult to trade through (one can't exit your position due to lack of liquidity).
Our docs should provide this information to warn users about using far OTM options.
Far OTM options are often end up with one-sided market (where bids are missing).
These scenarios are difficult to simulate and difficult to trade through (one can't exit your position due to lack of liquidity).
Our docs should provide this information to warn users about using far OTM options.