What futures contracts have the most option liquidity? I know ES is very liquid and TY has been good. I swing trade and usually I have two options legs and then a position in the underlying I don't like legging into a position and having to wait for leg A to fill before knowing if it makes any sense to send leg B into the market. Also, entering a trade in the underlying contract is easy to get a good fill on, but I don't like have the excess deltas hanging out there until the options get filled. Any suggestion on the best markets and/or contracts for swing trading using both the options and the underlying futures? Most often I am short gamma, theta, vega, and the delta is the only difference depending on whether the overall trade is meant to be bullish or bearish in respect to the underlying contract. Thanks.