Artes, I trade from 1 to 10. However I have not been do much with the options as of late as volume and spreads seem to gotten worse in the last couple of months.
Roncer, Some stock have now a "penny priced" spread, like QQQQ, SMH, etc... I like to do "selling options against LEAPS" , Into calendar, or diagonal spread. I feel comfortable with this. Best Regards my ws : http://www.dot-circle.net/coveredcall.html
Antes, Unfortunately I only speak in English and your site is in French. I guess what I am looking for are options that would (mirror) trade right with emini futures and have lots of volume with narrow price spreads ................and be traded electronically. OEX is not electronic and with fast volitile moves it can be hard to exit and that can be expensive. Best to you.
If You trade Futures Options, be carrefull, is not a "Class Options", each future month reflect or can reflect a different price level regardless the underlying or the spot. Each month must separately viewed! So ! In this case, do only "Vertical Spread" on futures options. Take one side to cover You / at the money Wait for a nice move, then trade actively the short side. Do double vertical spreads, with Puts and Calls. Buy Puts at the money too, but when the price goes higher ! I hope this will helps