Are there any options that has a daily volume of 50K Contracts or more ?

Hi,

I am back testing a system & it requires a volume of 50K or more for that instrument.

I have tested the futures like e minis, crude, gold etc & want to test options.

I would appreciate if anyone trading options can tell me if there are options that trade at least 50K contracts for a single strike Call or Put.

Important thing is that a single strike options volume has to be 50K or more and not combined volume of all strike prices for that instrument.

Thank You

 

SPY

 

Personally I would doubt that a system designed to trade off futures or stocks could work trading directly off a derivative (options) that is less liquid than the underlying, if that is what is being looked at.

All the real action would appear to be in the underlying, with the options just tagging along (subject to volatility changes, and changes in the other greeks).

I could always be wrong though.......

 

this page.. download the csv..

http://www.cboe.com/data/AvgDailyVolArchive.aspx

 

Many thanks.

Those are monthly volumes. I need daily volume of 50K or more & that is for single strike.

Any idea where can I get Volume for SPY ?

 

If I get that kind of Volume, I think the system would work.

But to be sure, I have to have the data.

 

This screener could help :

http://www.marketwatch.com/optionscenter/screener?screen=23


Also check here for your preferred symbol ( SPY , ... ) , you may have to divide volume by 2 i guess :

http://www.optionsclearing.com/webapps/volume-query

 

KOSPI options, most traded contract in the world.

 

Maybe this?
http://www.optionseducation.org/tools/todays_most_active_options.html

 

Yep !

Any idea why for a country, the size of one state of US ?

Thanks