SPY fills are pretty good. The further otm later in the week have lower volume so you might have to pay the natural but the spread is only 1-2 cts. wide. I know a lot of people don't like them but I have pretty good success on the weekly SPX options. Sometimes you do have to cave a little bit more on the price you want or let the market move around a little bit to get filled but I find getting fills as verticals are pretty good.
