I have experienced the Joy of Sex with the SPX however haven't experienced it as much with equities in the past. This month I had the pleasure of trading both MA and CME. I noticed when I put the order in on both I saw that it was "routed" on both MA and CME all my fills were between mid and natural so I began to wonder if their options are handled by specialists with the same very wide bid/ask spreads experienced with the SPX. I had been trying to roll a CME call at mid for several days without a fill and by Friday had to offer almost $1 more than the mid and even that almost didn't get done. Once filled, my mark to market was down $1K immediately. Thank you so much...that felt so good The point made often is you should trade liquid and electronic products so I wonder are there still options out there perhaps like CME and MA that are NOT electronic and can you find a list of them somewhere so you at least know in advance you MAY get screwed if you need to get out or adjust.