Anyone who has traded for any amount of time knows the feeling. You put on a credit spread order, then you sit and wait. You watch the mid price for the spread go as high as 25 cents above your asking price, and still you're not filled. Your order just sits there. You cave in and carve 5 cents out of your asking price. You resubmit the order. Still you're not filled. After a couple hours, you cave in some more and carve another 5 cents. You're still not filled. And that's the easy part - putting the trade on. When you need to get out in a hurry, the same thing happens. Only now the stress is much worse. And we're talking about trading a liquid instrument with high volume. I have to admit this is the part of options trading that I hate most. Getting a bad price on trade entry means you're down from the start, and I think no one likes that. I'd like to know how you execute spreads. Is there an automated safe way to get filled on spreads by legging into the individual legs without too much risk? The assumption is that it's easier to get filled on mid on individual legs than it is to get filled at mid for spreads. I don't like to do this manually because it gives me heartburn as you have to juggle with all the mental math in your head trying to figure out the prices, but I'm thinking if there is a way to do this automatically either by special orders or by a software that does it for you.