I checked some options on FX futures but seems they don't have much volume. What can I do if I want to buy some call on Euro, for example?
What kind of size are you looking to trade? www.susq.com makes the markets in the PHLX currency options and I can put you in touch with the people who do the brokerage. I also know firms that fill on the IMM part of the CME if you want to trade options on the future.