What are some of the general rules if I want to use the ES/futures options as a futures surrogate? I'm looking for a high delta over a 1 to 3 day period with little time value decay. What type of options should I be looking at? Basically I want something that moves 1 to 1 to the futures. I'm thinking I"d be buying at-the-money or slightly-in-the-money. Any help on how why I'd choose over the other? Would the ATM have a different sort of gamma profile? In TOS where can I see the actual premium I'm paying for the option? How much concern do I need to be of volatility changes when buying for a 1 to 3 day hold?