You mean the way IB blew up?
These guys are 100% automated with low latency...
I'm sure they capture a piece of the spread most of the time...
And then when you lock it in with a synthetic...
You are working 2 other spreads to lock in a tick or two or half...
And you are scalping futures all day long...
(As I write this, I'm injecting crack every 5 minutes while Don Bright does shots)...
And those 1000s of options all net out to zero (or close) at expiration.
Randomness is your friend, baby.
If you MM/scalp futures...
All you need is a break-even options hedging operation.
To slash your variance...
So you'd have to turn a Swan Counter into a full-time Options Trader.