Zeev's Turnips Patch-No Politics (ZEEV)

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I don't think there is a rule against it, just that you still have to give the broker a written statement that you want to (that is, you are supposed to, but I doubt that brokers bother with that). At most brokers, though, it is academic, as it can't be done. For example, Datek and IB only have "buy" and "sell" options, so it's impossible there.