SPY weekly traders .

Quote from MTE:

Are you asking about getting filled better than the bid on a sell or a buy?

Better than bid when selling a put for example.

I got a fill midpoint - 0.01 yesterday. Thats fine.
 
Quote from FSU:

You may also want to look at the SPX weekly options. They are traded electronically (monthlies are traded in the pit) and have pretty tight markets. Since they are 10x the size of the SPY's, commissions will be less.

You can't trade SPX options with an equity options account, only SPY.
 
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