Since floor traders are scalping between both the buying and selling sides it only stands to reason this percentage will be small. This is extremely good trading. Brokers have said that some quotes are given as a two point spread. Thus virtually all trades should occur within this spread. 2 range itself.
Most traders do better.
We use the trades that are 2-3 ticks outside the OSCC Quote to constantly adjust whichever strike price is changing its risk position. Since this represents participation of a trader in world wide risk assessment, a trade in this range is accurate in that sense. Ticks 4,5 and 6 ticks outside the OSCC Quote will be stepped in for large moves in the futures. Trades from 4-11 ticks outside the OSCC Quote are also counted. We are going to assume these are not single item transactions, i.e. they are spreads, butterflies etc.