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Hi KB.

Question for you on this I think the algos the option market making desks use are more accurate over shorter periods of time...which helps in terms of the potential profit lost if/when you get called away.

I'm trying to understand what you mean in terms of accurate.
Are you saying they are better at pricing options, so their quotes better represent true value of option contracts?
Or are you saying something about increased liquidity, like narrower bid-ask spreads?
Or something else?

I trade options from time to time, so curious what you mean, and I normally trade expirys about 1 month out.

Also, I think long SPY, short SPY calls is decent strategy. One could do the same with QQQ, or for more premium (and excitement, 3x levered version of QQQ, TQQQ).

Thanks! ML
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