I commented in another post about the reliability of options spread pricing in the TOS demo. I found a great example here. Trading an AUG short put butterfly on the XPS (188/187/186) with the number of contracts -10/+20/-10. The bid is quoted at -6.20, the ask at 6.60. Volume and Open Interest are listed as N/A. You receive a credit of .20 if filled at the midpoint. This particular trade amounts to a total potential profit of $158. The total potential risk is $812. A phenomenal risk/reward ratio since there's no way the XPS will even get close to 187, much less settle in that distant, narrow danger zone. I find it hard to believe that such trades can be executed with real money. Am I wrong here?