Can anyone point me to a list that ranks the top US equity options by volume? A list that has at least the top several hundred would be great. If you are devising a strategy to trade US equity options, in your opinion, how many options are worth looking at (in other words, how many us equity options have sufficient volume that you can get in and out of them without paying large spreads)? Any opinions on the subject would be appreciated.
Several hundred? For what it's worth, the consistently most-active stocks will have the consistently most active options with the tightest bid-ask spreads. Narrow your list down from there.
http://www.interactivebrokers.com/optionsCommentary/ also check with yahoo.com, etc. pretty well every major site that reports on options has this list.