I know the answer my question depends heavily on one's strategy, horizon, market conditions, etc. but I'm just interested in general thoughts. Approximately how large (dollar value) of a portfolio can one comfortably trade options with, with a time horizon of ~1 hour - 5 days? Does slippage become a problem? Are there enough highly liquid contracts to trade a large portfolio? Thank you for your thoughts. Please specify if you are speaking from firsthand knowledge or not when you answer.