I haven't really done any research into the TASR options, but has anyone tried to get these things quoted tied to the stock delta neutral ? A lot of the business that gets done on the floor these days is done tied to stock/futures, enabling both sides to establish their hedge before trading the options. I'm willing to bet you can get a better market on the options going that route.....but you will have to use a living breathing broker for this.
Obviously if you're making a straight directional trade this doesn't help, for for trying to make a vol play this may makes things more feasible.
Vega
Obviously if you're making a straight directional trade this doesn't help, for for trying to make a vol play this may makes things more feasible.
Vega
