I would like to hear peoples experience regarding entering an option strategy. Do you enter a combination order or do you enter each leg as an individual order? My experience is that I normally getter a better fill with a limit order on each leg (of course there is a risk of a quick market move). I'm assuming that it will always be a market marker taking the other side of a combination order, correct? So I will never get a good fill by an (impatient) retail customer. I suspect this could explain the better fill of legging into a position. If it matters, then my broker is IB.