Tha\t's why I said "most" won't let you. And then pointed out my AMEX experience where they (the MM's) just shot down and took out my stop loss and shot back up. I've shared this experience and many others told me about having the same type of story happen to them. People worry about naked shorting and being late to cover by the MM's. This would be nothing to them to rip off your stop loss. I'm not trying to tell anyone what to or not to do or how to trade, just talking about my own personal experiences. Traders can't have too much knowledge/experience.