You will probably lose money if you try trading in a fast market. The best thing to do is sit back and watch it. The only people who might be able to trade in a fast market are some locals on the floor. The tape runs late and any quote you see won't be accurate. Be careful trading lightly traded stocks and indexes.
Liquidity is important when trading an option.
I've traded lightly traded indexes and seen some practices which I don't like. Just a word of caution to you. If you're paying more than that you should talk to one of the managers at the brokerage firm and have him lower your commission cost. If the manager won't do it, find another options broker. If you're not satisfied with the fills you're getting or your not satisfied with the way the order takers take your orders, find another options broker.