Trading One Million Option Contracts?

Regarding the index options in particular, for which there are no position limits. I am wondering how feasible it would be to buy or sell 1 million contracts of say NDX or SPX. Especially for a retail trader. The main reason I ask this, is because I have a scalping strategy in mind, which I have already paper traded. But I am wondering how this could be executed in a live account.

Thanks for any input

For practical purposes, it probably, cannot be done. One big reason is you will be dealing with the market makers whose job is to keep the bid and ask spreads, as wide as possible. Slippage alone probably, will make your trading system fail. By the time the market makers are done with you, only they have made monies. You would have a lot of large losses to boot.
 
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