@HeyShoe never used OV.. retail packages are like showing up to a intergalactic star wars w/ a plastic butterknife. Not going to beat Susquehanna, Citadel, et al w/ that. I have to re-read the book for context what he's emphasizing, suffice it to say that you need trusted IV data from CBOE Data Shop's acquired Hanweck Associates or Options Metrics for tick-by-tick data or some custom interval pertinent to your own purpose. Geta hairy in the weeds. Don't play market maker, you are market taker.