Slippage eating profit


Is there any way around it?

I have realized that typical credit spread gives you around 5-7K for 15-20K risk but 1500-2K is easily lost in slippage when you try to get out of it.

Also, next month contracts are almost illiquid for stocks, Do you guys do calendars or covered calls for stocks?

Calendar spreads for Index is great. It’s liquid.