On XSP has anybody bought or sold 1500 contracts 0-3 DTE? Were you able to get in and out quickly or did the order get held up? I'm on TOS. Would the Algos attempt to flush you out of the position? I really doubt "they" are going to let you walk away with a quick 10 bagger.
Because ATM contracts are $20 so can't get the same multiple...could go with spy for liquidity but tax favours the spx/xsp