Quote from cdcaveman:
as well.. i tried to offer it at 11.60 today.. and it just wouldn't go through... i guess you just have to figure that your gonna have to enter above the mid and exit below it.. and just figure the bleed into modeling the trade..
Interesting point. I was just mulling over this one because a few paper trades I put in at the mid simply did not take. I know paper is not really the same as actual in terms of execution, but if it did not trade through then it may not have executed anyway.
Some of the fly spreads are wide so this makes finding the sweet spot a challenge.
I was actually contemplating asking atticus how he goes about his entries and exits. Missing a good entry or exit because it did not hit the mid would be a real bummer.