On Expiration fridays sell way OTM calls or puts for 1 penny. 10000 contracts will net you 10,000 dollars For example GE strike 13 call for Feb. GE is no way in hell going to 13 by saturday. This is a secret no one ever dare speak. You make money allowing people to close contracts out. Think of Office space, where that guy does a program to grab that extra penny left over from transactions that occur. But this is the legal way.