Quote from heiasafari:
well if you want to be able to to this from a single account, IB is the obvious choice...
Otherwise, depending on your volume, Optionshouse is very cheap for options on indexes (including weeklys). I do not think they do futures or future options though...
On the futures side, I know zumo has very good rates but I don't use them personally so I can't comment on their qualities/or lack of.
