You mean the way IB blew up? These guys are 100% automated with low latency... I'm sure they capture a piece of the spread most of the time... And then when you lock it in with a synthetic... You are working 2 other spreads to lock in a tick or two or half... And you are scalping futures all day long... (As I write this, I'm injecting crack every 5 minutes while Don Bright does shots)... And those 1000s of options all net out to zero (or close) at expiration. Randomness is your friend, baby. If you MM/scalp futures... All you need is a break-even options hedging operation. To slash your variance... So you'd have to turn a Swan Counter into a full-time Options Trader.