SPX price improvement
Lately I've been seeing occasional price improvement on some of my SPX limit orders. I've never seen this previously on TOS (10+ years). Earlier today I put in a limit order to sell a put at the midpoint between bid and ask (usually a $0.10 spread), and then got filled at $0.10 above my limit, $0.05 above the displayed ask price. There wasn't enough market movement to cause this price change. Is this lag? Like the prices in the option chain I'm seeing are not the real current prices? I did notice TOS now has a 'price improvement' column in the filled orders section on the monitor / activity and positions page, and it's showing that it improved my price on that trade. Price improvement is great, but I'm not sure where it's coming from. I would have chosen a different strike if I knew the prices were actually different than displayed in the option chain.