I've always found that if I am the Inside Bid or Offer, and make the market, the exchanges are quick to give me an out. On the other hand, if my order is away from the market it takes forever. I have found the CBOE to be the slowest, especially w/ NDX options. I usually have to call my broker, get them to status the order, and then, maybe, I get an out approx. 5 or 10 min. later.