The "Pricing Anomaly" warning appears when a trade opportunity's pricing is outside an expected range. This is typically occurs when an option leg is lacking a bid or the bid-ask spread for one leg is inverted with another leg.
For example, the strike closer to the money has a mark price that is less than the leg further out-of-the-money.
You should reference your broker platform's options chain to investigate and check for zero-bid and inverted bid-ask spreads if you receive this warning.
Note that bots reference pricing at the time the order is submitted, so there could be situations where pricing for a particular leg fluctuates faster than what is displayed on the broker's platform.
