Every time you cross the full spread, you hand money to the market. On liquid SPY strikes you often don't have to — the mid is reachable if you ask for it.
The mid (or midpoint) is simply the price halfway between the bid and the ask. If a SPY option is 1.20 bid / 1.30 ask, the mid is 1.25. Buy at the ask and sell at the bid and you pay the whole spread twice; fill at the mid on both ends and you cut that cost roughly in half.
Why mid fills are possible
The bid and ask aren't hard walls — they're the best resting orders. A market maker will often meet a limit order between them if there's still edge for them at that price. On liquid, near-the-money SPY strikes there's enough two-sided flow that mid (or near-mid) fills are routine. The tool for it is a limit order at the mid, not a market order that just crosses the spread.
A market order pays the spread by default. A mid-price limit asks the market to meet you — and on liquid SPY strikes, it usually will.
Walking the price
If a mid limit doesn't fill in a few seconds, “walk” it — nudge the limit a penny toward the ask (buying) until it fills. You capture most of the mid savings while still getting done. In a fast tape, don't over-anchor to a perfect mid fill and miss the trade; a penny of spread is cheaper than chasing a move that already left.
Why it matters for scalping
Scalping is a game of many small trades, so the spread you pay per round trip compounds into a real drag on results. Getting near-mid fills on liquid strikes is one of the quiet edges that separates a viable scalping plan from one that bleeds out on transaction costs. It also argues for trading strikes deep enough in quotes and liquidity that the mid actually means something.
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