Variation margin can be enormous when you're short OTM gamma. lol you could tell them about sticky delta, but they're not going to listen. There are many scenarios you can implement to sell skew w/o resorting to selling naked puts (or calls if ITM). And yes, vote with your feet and head to IB, but they will liquidate you if you go on call on vola or price, and before you can work the order. You can't be blown out of a spread that's 1:1 or better. I never sell speed (otm gamma) and only sell naked in LEAPS straddles.