Thanks. Sorry but I did mean to answer your last question about options out of the money ( just forgot until now). In the norm, out of the money options are a no go, but every now and again we will have an extreme price extension situation, which correlates with an advancement of time (ie the price hits a level way a head of time). This "tends" to mean a greater than normal imbalance of either shorts or longs. But due to the extreme condition a traditional stop would be near on impossible. You could call the direction correctly but be stopped out. So cheap premium in my opinion compensates for this . In terms of size I'm not sure there is a problem, you can always do cross market if you are a monster trader/fund.cheers and continued success
Hope this helps?