Most volatile instrument + good liquidity?

The only one what I can think of would be TNA (3x small cap ETF).
Couple that one with long options and you have a perfect storm!
Any others?
 
Quote from short&naked:
Any others?
?.........compare the value of intraday volatility to day trading margin, while considering liquidity......the eMini S&P! :cool:
 
Quote from nazzdack:

?.........compare the value of intraday volatility to day trading margin, while considering liquidity......the eMini S&P! :cool:

You are right. I should have specified non-margin volatility.
ie. the kind that is baked right into the asset. :D

At this point it would probably be TNA call options. It has small-cap volatility, yet has a much more liquid option chain than most small-caps.
 
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