I am looking at a dotm bear put, 6 months, 5$wide, for 1.1$ mid.
I have only traded 1 contract max size on spx strategies (mostly verticals), as spx is big $ enough for me.
My concern is on risk of bid/ask variation of pnl.
During 2020 volatility, on my TWS I saw the unrealised PnL going crazy...