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Forgive my ignorance but wouldn't it vary on so many other things? Say you forgot about theta cause your scaling out (even though your still holding onto contracts) there are still so many variables .Are you simply asking is it better to scale out of a winning position once its ITM versus...

Any place you find will almost always have heavy fees as a "risk assurance", therefore they can guarantee that they will be paid. Even if you are profitable they still want to make sure there getting paid, its gonna be every difficult but I'm sure theirs some companies out there. Why cant you...