Slippage
Definition
The difference between the expected price of a trade and the actual executed price, often occurring in volatile or low-liquidity conditions.
Example
News events can cause significant slippage on market orders.
Related Terms
Frequently Asked Question
What is Slippage in trading?
Slippage is the difference between the expected trade price and the actual executed price. It occurs most in volatile or low-liquidity conditions, during news events, or when trading large sizes relative to market depth.
APA Citation
Last updated:
· Source: VixShield Trading Glossary — From SPX Mastery by Russell Clark
⚠️ Not financial advice. This definition is educational content from the SPX Mastery book series by Russell Clark (VixShield). Past performance is not indicative of future results. Trading options involves substantial risk of loss and is not appropriate for all investors. Always paper trade before risking real capital.