Ann: Chairman & CEO Update & Review of Operations - Annual Report, page-95

Also generally traders will trade options too, so a level of volume and price discrepancy is often accommodated to weak option holders that buy too high in the swing and then get stuck and have to get out. This is why on days where sell offs occur the options also stabilise because many traders are out. There are also many with large positions that want to take risk off and sell some options which have multi bagged. Finally, option buyers will usually wait til close and open to see distinct prices where to price the options off to buy. Thats of course AIMO and DYOR.