Trust me, without this characteristic, I would selling many less spx calls than I do... Still, that delta/vega gearing off the lows is largely countered by the vol crush, up to a point. Once things flatten out, those calls can gain ground quickly.
Not sure where surf trades. Trading with any firm which takes the other side of your trade is fraught with peril, and Nadex and Cantor do not take the other side of the trade.