So I had opened a call ratio a few weeks back on FNSR SEP 6 expiry with intention of closing this week ahead of earnings. When I started trying that on Tuesday it appeared that the bid-ask on all the near term options is something like 0.10$ - 4.90$ With great difficulty I managed to close the short part of the ratio but despite trying at all prices up to intrinsic value I couldnt close the long call SEP6 21.50$ strike position. So it had to be held through earnings - not my intention but I reckoned after earnings there might be a market again. However this morning again the spreads are still the size of the Atlantic. I am now kind of stuck on what to do - it seems to make the most sense to short the stock and just let it go to expiry. However I never envisaged a short position of that size and so havent got the margin ready for it. I am really surprised the MM can keep the market sewn up for so long. Not sure if anyone can shed a light or suggest a step to take but any input is welcome.