I am looking into trading options on futures. Currently, I trade mainly ES, the Euro or Swiss futures (sometimes the yen), some grains and the 10 year. But I was wondering, in the whole pantheon of available futures, which ones were the best for options? Basically, if I wanted to do some sort of spread, which one has the liquidity to let me leg in and such? Thanks.
What are the most liquid options on futures?
- Thread starter traderjb
- Start date
Try DAX and STOXX50
These are Cash Index Options - But, traded like FOPTs, cheap fees.
Anyway, I hate the Eurex.
These are Cash Index Options - But, traded like FOPTs, cheap fees.
Anyway, I hate the Eurex.
holy cow, thanks gang! Just curious, Local, which STOXX? The Euro STOXX 50 or STOXX 50? MTE, what has been your experience on those Eurodollar options? How far out should I go, or would say (for example) the Junes work? Speaking of debt instruments, how bout the Bobl or say the Shatz?
Once again, thanks gang.
Once again, thanks gang.
Euro Stoxx 50, of course.
FGBL and FGBM are still ok, but only the front ATM contracts.
FGBL and FGBM are still ok, but only the front ATM contracts.
http://www.futuresource.com/quotes/options.jsp?s=EDZ07&r=ED
Future Option Strike Type Bid Ask Open High Low Last Chg Time Settle Prev
Settle Volume Open
Interest DTE
94.63 Call 0.1750 0.1850 16:28:33 0.1650 27850 89014
Put 0.0350 0.0450 0.0400 0.0400 0.0400 0.0400 -0.0075 07:35:30 0.0475 61300 421400
94.75 Call 0.1300 0.1400 0.1250 0.1250 0.1250 0.1250 0.0050 07:21:55 0.1200 70492 289681
Put 0.1100 0.1200 0.1200 0.1200 0.1150 0.1150 -0.0100 07:20:25 0.1250 29599 699956
94.88 Call 0.0900 0.1000 0.0950 0.0950 0.0950 0.0950 0.0100 05:58:08 0.0850 67308 204719
Put 0.1950 0.2050 16:28:33 0.2125 501 38704
95.00 Call 0.0650 0.0700 0.0650 0.0700 0.0650 0.0700 0.0100 08:27:39 0.0600 38760 274391
Future Option Strike Type Bid Ask Open High Low Last Chg Time Settle Prev
Settle Volume Open
Interest DTE
94.63 Call 0.1750 0.1850 16:28:33 0.1650 27850 89014
Put 0.0350 0.0450 0.0400 0.0400 0.0400 0.0400 -0.0075 07:35:30 0.0475 61300 421400
94.75 Call 0.1300 0.1400 0.1250 0.1250 0.1250 0.1250 0.0050 07:21:55 0.1200 70492 289681
Put 0.1100 0.1200 0.1200 0.1200 0.1150 0.1150 -0.0100 07:20:25 0.1250 29599 699956
94.88 Call 0.0900 0.1000 0.0950 0.0950 0.0950 0.0950 0.0100 05:58:08 0.0850 67308 204719
Put 0.1950 0.2050 16:28:33 0.2125 501 38704
95.00 Call 0.0650 0.0700 0.0650 0.0700 0.0650 0.0700 0.0100 08:27:39 0.0600 38760 274391
Huge CME Globex OPTIONS volume for:
ES
Huge ECbot OPTIONS volume for:
10 year note (ecbot)
30 year bond (ecbot)
...the CME Eurodollar has huge volume for options but you need to trade a HUGE bunch of contacts to make any real money as the tick value is so low...hope this helps...
ES
Huge ECbot OPTIONS volume for:
10 year note (ecbot)
30 year bond (ecbot)
...the CME Eurodollar has huge volume for options but you need to trade a HUGE bunch of contacts to make any real money as the tick value is so low...hope this helps...
I always thought Orange Juice was a liquid contract! 
Huge CME Globex OPTIONS volume for:
ES
Huge ECbot OPTIONS volume for:
10 year note (ecbot)
30 year bond (ecbot)
...the CME Eurodollar has huge volume for options but you need to trade a HUGE bunch of contacts to make any real money as the tick value is so low...hope this helps
ES
Huge ECbot OPTIONS volume for:
10 year note (ecbot)
30 year bond (ecbot)
...the CME Eurodollar has huge volume for options but you need to trade a HUGE bunch of contacts to make any real money as the tick value is so low...hope this helps