Toro Capital Management is a boutique market-making firm providing liquidity in the index options market at the Chicago Board Options Exchange and Chicago Mercantile Exchange. Toro Capital Management is a member firm at the Chicago Board Options Exchange and the Chicago Mercantile Exchange with traders in the S&P 500, S&P 100, VIX, and SPY option pits at both exchanges. The firm employs a proprietary pricing and risk model to analyze current market conditions and execute trading strategies in open-outcry, phone, and electronic platforms.