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MIAX Options Exchange - New Component Price Adjustment (CPA) Algorithm For Complex Orders Beginning May 6, 2021 Date
30/04/2021
MIAX Options Exchange is implementing a new Component Price Adjustment algorithm for Complex Orders beginning May 6, 2021 to be completed for trading in all products on May 10, 2021.
Component Prices will always be within the MIAX BBO (MBBO)
Component Prices will be optimized, using the mid-point of the National BBO (NBBO) as the starting point
Important dates:
Symbols
Symbols
beginning with U-Z and Symbols APPL, AMZN, GOOG, GOOGL, SPIKE & SPY will be available for trading on Friday, May 7, 2021
All remaining symbols will be available in production on Monday, May 10, 2021