Today was easy with BABA, you could sell 1000 contracts without messing with price. I made a mistake of putting out too much size on a smaller volume stock. The contracts just sat with 50 taken out. With BABA I could sell 500 contracts very easily, yesterday and today the Options have been super liquid. If you built up a big position on a stock with modest volume, how would you liquidate Puts deep in the money? Do you show your size, use a Reserve Book(100 on two ECNs) or piece out the…