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Recently, increased investor and media interest in liquidity measures lead to greater scrutiny not only of the financial world but also of academic financial researchers. Most attention is paid to research into the relationship between liquidity and the characteristics of the underlying stock or option, omitting the issue of the prime trading time with respect to liquidity causing a gap. In the case of market liquidity of options, most of the studies focus only on the relative bid-ask spread as a measure. However, option price can move, causing illiquidity, without a change in the relative bid-ask spread. Therefore, it is very difficult to measure liquidity in an isolated fashion. Hence, the concept of implied liquidity is employed as a proper measure that isolates and fundamentally quantifies market liquidity levels of investors' positions. The idea of implied liquidity has its basis in recently developed two-way pricing theory (conic finance), where the traditional one-price model was replaced by a two-price model, yielding bid and ask prices for traded assets. Pricing is carried out using distortion function and distorted expectation. Consequently, the measure is used to fill in the gap and establish the prime trading time for the options of Apple, Google and Microsoft, yielding the exact time for the most liquid trading.