i see sometime a 1 or 2 cent cancel fee after i have modified and/or cancelled a ton of orders. So it really is close to zero if any. -gariki
Thanks everyone for the replies. Just opened an IB account in order to trade the premarket session in the SPX and VIX options. They are one of the few that offer access.
1 $ is cancellation fee or change for every order as I know at IB and it can become a cost factor if you trade small and frequent.