Most Correlated option to ES?

Discussion in 'Options' started by TradStSOX, Feb 20, 2008.

  1. What is the most Correlated option to ES with the highest liquidity/OI/Vol.?
    Back in the very old days used to be OEX for example!
    thanks
     
  2. MTE

    MTE

    The most correlated options to ES are the options on ES. Otherwise, SPX, SPY and XSP.
     
  3. ...with the highest liquidity/OI/Vol.?
     
  4. Tums

    Tums

  5. MTE

    MTE

    Just look it up, bring up the chains and see which one is the most liquid.
     
  6. SPY
     
  7. Options on the SPX will have more OI and liquidity then you could ever need