You can come in and watch during a session. I recommend you come during the open or close though, it can get a little boring sometimes.
As for volume, we are much smaller than KC and Chicago, but is definitley enough to speculate on. The options volume is lacking for sure, but believe it or not there are guys making a living.
The best thing is not to compare us to the other guys, because it just gives people the wrong idea.
On a really good note word has it there will be two new clearing firms hitting the floor soon.