I am trading with Interactivebrokers and find their stock executions rapid, but when I place call options in the middle of the Bid/Ask, for example, Bid 1.40 Ask 1.50, the Bid goes to 1.45 and Ask to 1.55 leaving my buy or sell offer on the short end and I get no execution. This is happening regularly but it did not happen with the previous on-line broker I was using. I can understand this if there is very light volume, but when there seems to be active trading, I don't understand why this happens. . Can anyone enlighten me?