That is exactly the wrong thing to do. If your shares are up for sale, they can be borrowed by MM's. They don't BUY them, they BORROW them and replace them later. You never know, but that's how it works. Yet another one that doesn't understand how Mm's work. There is a way to lock your shares. Don't put them up for sale, and don't have them in a margin account. They can't touch those shares.