SPX SPY ES or ETF equivalent

Discussion in 'Options' started by asdfghj7, Jul 14, 2009.

  1. I'm trying to find out which index, index futures, index related ETF whether leveraged or not, or index related stock with the most option volume in the further out months. By further out months I mean March and June of next year. These can be ATM or out of the money. I know there's a huge diffence in all of these concerning pt value, correlation, leverage ratio, margin, etc. etc.
    I'm only concerned with the highest option value for ANYTHING related to the S&P, Dow, Russell, Nasdaq, S&P 400 or whatever else. So far, it looks as if the SPY has the most volume by far. I'm having difficulty finding detailed ATM options for the index's. I'd appreciate any help. Thanks J
  2. I would say easily the SPY (SP 500) or QQQQ (Nasdaq 100)...
  3. MTE


    Don't forget that SPX is 10 times the size of SPY so in order to compare the volume between the two you need to divide the SPY volume by 10.