I've been trying to trade odd lots of options contracts using limit orders and I've noticed two things. 1. It seems like even if I'm the best bid often nobody will sell me a contract. 2. It seems like even if I'm the first bid at a given price, and then the stock moves down and other bids pile on top of mine, its not first in, first out, it seems like everyone elses round lot orders will get filled long before mine does. It almost seems like I'm the LAST bid filled, and then only when the stock moves down even further and the market maker has no choice but to move on to the next (lower) pile of bids in the book. Am I correct in these observations? I'm trying to read between the lines of all the data flowing by on my IB TWS window. Is this all just, tough titties? The only way around it is to round out my lots to 10 (5?) contracts? (Hard for me to do that since the account is undercapitalized and I want some diversification, but its going to be even more undercapitalized if I keep facing worsened liquidity due to how the MMs are treating me). (Granted, 1. is not directly attibutable to the MMs, but it is a knock on effect if I am correct about 2.) Could any of you more experienced traders give us the benefit of your experience? You only trade multiples of 10 option contract? What do I need to understand about how the MMs behave and what rules govern their behavior?