Comment on Option buying: The riskiest trade out there
Thank you for your response, I am talking about even next month expiry where liquidity is low compared to current month. I placed a Nifty august expiry market order as a part of a strategy and the slippage was almost 5 points. If there is a market protection limit % then such things may not happen. Also it helps when unloading huge quantity as it wouldn’t execute at an artificial price spike that happens when unloading huge quantity.