chuck and gaps Of course gaps mostly seem to be filled - when the buyers and sellers are wide apart and one or the other cant get a sale over a period of a week or so those gaps are filled as buyers and sellers get frustrated adn the trigger happy ones jump in to encourage some movement.
Take ORPO for example 1.0c buy and 1.5c sell - no trades for close on 2 weeks with the 2007 options - its illuqid but those gaps will be filled soon enough.
