I've just started to trade options and I have become increasingly frustrated by the lack of liquidity... even on Index Options. I've been trading with IB and I am wondering if there is: 1) Cheap software that will allow me to see the "depth" of the market. (something other than just level 1) 2) Which Options have liquidity? I have been trading OEX and SPX today and the liquidity is terrible. Any pointers on this? Thanks again for any advice that you might have.