Most Correlated option to ES?

TradStSOX · Feb 20, 2008

What is the most Correlated option to ES with the highest liquidity/OI/Vol.?
Back in the very old days used to be OEX for example!
thanks

MTE · Feb 20, 2008

The most correlated options to ES are the options on ES. Otherwise, SPX, SPY and XSP.

TradStSOX · Feb 20, 2008

...with the highest liquidity/OI/Vol.?

Tums · Feb 20, 2008

Quote from TradStSOX:

...with the highest liquidity/OI/Vol.?

MTE · Feb 20, 2008

Quote from TradStSOX:

...with the highest liquidity/OI/Vol.?

Just look it up, bring up the chains and see which one is the most liquid.

deltatrader72 · Feb 20, 2008

Quote from TradStSOX:

...with the highest liquidity/OI/Vol.?

SPY

dipper17 · Feb 20, 2008

Options on the SPX will have more OI and liquidity then you could ever need