medium · Market Microstructure

A trader places a Stop-Loss Sell order for 1,000 shares with a stop price of 70.00. Overnight, bad news causes the stock to gap down and open at 65.00.

What happens to the order at the open?

  1. The order triggers and becomes a market order, executing at the best available bid near 65.00.
  2. The order becomes a limit order at 70.00 and remains unfilled until the price recovers.
  3. The order executes exactly at 70.00 because that was the specified stop price.
  4. The order is cancelled because the price skipped the stop price entirely.

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