Okay, I'll start by posting a very common scenario when I get into or out of a trade. I enter a limit buy order of a call option who's CBOE bid/ask is 5.50 and 5.70. I split the bid/ask, and enter the buy order at 5.60, and send it, and with no price movement in the underlying stock, the CBOE qoute will move against me, to say, 5.55-5.70 bid/ask. My spilt order does not get filled, because the current split price is now 5.625. Then, like clockwork, the underlying will begin to move against me, and i am forced to cancel/adjust the order, and "chase" the price a little. I don't have the option of choosing the option exchange to route my order, and notice that the BSE, PSE, ASE exchanges do not seem to be as bad about the frontrunning as CBOE, but I am automatically routed through CBOE everytime. What gives? What is the process that is causing this? Is it a frontrunning algo that marketmakers use to con, or what?