diff --git a/ibkr/client.py b/ibkr/client.py
index 261197a..4024923 100644
--- a/ibkr/client.py
+++ b/ibkr/client.py
@@ -136,11 +136,6 @@ class Client:
         leg_data = self.get_market_data(self.get_option_contract(leg))
         leg_mid = (leg_data.ask + max(leg_data.bid, 0)) / 2.0
 
-        # Limit orders currently on hold while awaiting slippage metrics on market orders.
-        # leg_limit = (leg_mid - 0.25) - (leg_mid % 0.05)
-        # leg_limit = leg_limit if leg.action == BUY else -leg_limit
-        # option_order = self.submit_single_option_order(leg_data, limit_price = leg_limit)
-
         option_order = self.submit_single_option_order(leg_data)
         while not option_order.isDone():
             self.ib.waitOnUpdate()
@@ -155,11 +150,6 @@ class Client:
         far_leg_mid = (far_leg_data.ask + max(far_leg_data.bid, 0)) / 2.0
         spread_mid = near_leg_mid - far_leg_mid
 
-        # Limit orders currently on hold while awaiting slippage metrics on market orders.
-        # spread_limit = (spread_mid - 0.25) - (spread_mid % 0.05)
-        # spread_limit = spread_limit if near_leg.action == BUY else -spread_limit
-        # spread_order = self.submit_combo_option_order([near_leg, far_leg], limit_price = spread_limit)
-
         spread_order = self.submit_combo_option_order([near_leg, far_leg])
         while not spread_order.isDone():
             self.ib.waitOnUpdate()