Hi Trades,
Well, you have just "hit the nail on the head" of what has been bugging me with all of this Silver stuff.
I'm looking at SIK11 options.
The puts start 11,12,13,14,15 then jump to 16.45 and then go in nickel increments.
It will be something else for another month.
Sure makes it a work project to program around all of that crap, let alone if you move to another futures product with a whole new set of inconsistent values !!!
All of my data is "last trade" related. I'm not sure how much trying to do something with "Black-Scholes" would accomplish.
Onward !!
Thanks, Lee