### Comment:
I’ll sometimes buy a couple thousand dollars worth of ATM puts that expire a month out and burn a day trade for a few hundred dollars profit. 
  
 The volume is usually pretty insignificant and spread somewhat wide ($.20 - $.30) on the options I trade. Trying to constantly undercut the asks on the order book artificially devalues the option so I personally look to fill at current bid.

### REPLY:
Yeah, that is about what I am attempting too.

### END.