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The Bid/Offer Spread is the differential between the bid and the offer or ask price and is an indicator of its market liquidity (how easily it can be bought and sold). If the option contract is highly illiquid (i.e. there are few buyers and sellers, or an imbalance between the two) then the bid/offer spread can become very large. Illiquid option contracts are less desirable for options traders because they add to costs when positions are entered or exited. This effect is sometimes referred to as slippage.

Note that the reference to 'spread' should not be confused with spread Options strategies which refers to combining multiple option contracts.
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Contributed by: Ralph Windsor


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