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Also to clarify max composite width can always be exceeded this is just a place to benchmark an assumption off of for a large number stop filled stop losses. On any single occurrence you will routinely get filled at much more than the slippage in the composite width because the option jumps in price it goes from $4 where your stop is to $7 so the $0.35 on crossing the bid ask is related to the composite width not the $3 to get from $4 to $7. Apologies for the use of the word never & ever. My assumption based on what I theorize should occur in the long term over 100's of fills is based off the composite width. You can read more about it in the rule book above please let me know if you find anything else or if you interpreted it differently than me I could be off on my assumption.

Timecodes
0:00 - Intro
0:53 - What is slippage?
2:51 - Market Dynamics and Order Execution
6:11 - Types of Trigger Orders and Their Impact
9:03 - Market Makers and Bi-Ask Spread Dynamics
11:49 - Volatility and It's Effect on Options Trading
15:08 - The Role of Markey Efficiency
17:57 - Formulating Strategies for Positive Expected Value

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