Honestly I am getting too lazy to play the spread with limit orders when I trade spy options... You can usually only improve your price by around $1-2 per option. Kinda not worthwhile bothering with and just focusing more on timing. With something like SPX options playing the spread is necessary. Quite amazing how much of an improvement in price you can get fishing around with limit orders on those... You can usually get filled within ten cents of the bid/ask average on those. EG, if a call is trading at a Bid of 5.90 and a Ask of 6.70. The average of those is 6.30. Easy to get a fill at 6.50, and usually you can get a fill at 6.40... People are always desperate to write/sell those options or something? So, for the poll... Do you bother to try to get better prices with limit orders on spy options between the bid/ask or just try to time price perfectly and toss in market orders?