Bid-Ask Spread

The bid-ask spread is the gap between the highest price a buyer will pay (bid) and the lowest a seller will accept (ask) for an option.

The spread is a real trading cost: you generally buy at the ask and sell at the bid, losing the difference on a round trip. It widens for illiquid strikes and in fast markets.

The midpoint is often used as a fair-value estimate when placing limit orders.

Example. An option quoted $1.20 bid / $1.40 ask has a $0.20 spread ($20 per contract); buying at $1.40 and immediately selling at $1.20 would cost that $20.

FAQ

Why are some option spreads so wide?

Low volume and open interest mean fewer competing quotes, so market makers widen the spread to compensate for risk.

How do I avoid paying the full spread?

Use limit orders near the midpoint rather than market orders, and trade liquid strikes with tight spreads.

Related terms

References