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I know Tricontinental had options on a few years back. Any others? (Yes, I know the liquidity would be close to nil.)

The TSgo service is $50 cents per trade, which means $2 for a SPY Iron condor that expires or $2.50 or $3 if I have to close one wing. Anyone cheaper for that particular trade in 10 to 20 lots?

I'm looking at GUSH. The stock price of 25 or so reflects that reverse split, but the options are still trading at price and strikes that can not be reflective of the GUSH as it trades today at 25, or else we would have strikes from 10 to 20 on the LEAPS. When does this change?

Thanks, guys, lots of good answers here. Mainly this is an issue for me with LEAPS, but when I do my P/L I feel like I have some illiquid BDC or something in front of me that I'm trying to value accurately. I can see how CEFs and some funds get in trouble with this. Anyway, besides signing up...

should I use the last trade or the halfway point between big and ask or something else?

Thought that was un-cash secured naked, etc.

Yeah, not enough. Really need LEAPS. Alas.

... preferably with LEAPs. Any thoughts?

FYI guys, doing a level 2 with spreads attached as a rider at TDA in my Solo 401k. So far it works.

Cant do a Solo 401k at IB, I was told.

TD Ameritrade just reneged on its promise to allow this, which baffles me. Any other zero commission brokers allow this. Fidelity doesn't.

90% plus of mine expire worthless, so I'm not sure they would work for me.

What about TDAmeritade?

Fidelity at 0.65 cents per contract?

I was told I have to uncheck algo exercise venue and exercised option stocks under trade permissions, but I do not see these options anywhere, and IB, as it often is, has been imprecise and slow or to get back to me. Is it me, or is IB making it hard to switch.

Wow, so UVXY options are like a fourth-order derviative?

Not really what I'm looking for. Just whether I can say UVXY options are third or fourth order derivatives, in whatever sense, math, stat or financial.

I'm still convinced shorting a leveraged product is the best way to got but unsure of what the optimal hedge would be in terms of cost.

Those lingering tiny commissions are starting to bug me.

Does anyone know of any studies that show a better performance for selling VIX call spreads versus shorting TVIX or UVXY, with or without long call protection? I'm skeptical.