Can anyone tell me which option exchanges can handle spreads or complex option orders natively? On IB, I find that whenever IB smart routing some of my spread / complex option traders to AMEX - I get a pretty bad fill no matter what I do. For some strange reason, IB never picks ISE for spreads / complex orders. On Tradeking, they regularly use ISE for spread / complex orders and I get very nice fills, almost at mid prices. Can anyone help me get some insight?