Do any of you RUT option traders have experience trading OTM butterflies? I was trying to sell some today, I basically split the bid/ask and left my orders out all afternoon. No fills. How much do you have to give up on these? As it was the bid prices were basically zero or a nickel. Gee, let's see, maybe I should hit the bid and hand over a bunch of free butterfly spreads. I thought about trying to leg in using verticals, but of course your prices after trying that trick would likely be as bad or worse than just hitting the bid. I don't have time to sit around fishing for fills all day, so normally I don't haggle too long, but in this case, it just didn't seem worth giving up any more to get the trade on. Any thoughts?