What option own the tightest spreads?

The last time I looked QQQ options be probably the tightest spreads. They don't have to be stocks; it could be currency or commodity options, too.

Answers:    Within the stock/ETF world the tightest spread will be the ones trading within penny increments. As of a year ago the list included

IWM - iShares Russell 2000(R) Index
QQQQ - Nasdaq-100(R) Trust Shares
SMH - Semiconductors HOLDRs
GE - General Electric Co.
AMD - Advanced Micro Devices Inc.
MSFT - Microsoft Corp.
INTC - Intel Corp.
CAT - Caterpillar Inc.
WFMI - Whole Foods Market Inc.
TXN - Texas Instruments Inc.
A - Agilent Technologies Inc.
FLEX - Flextronics International Ltd.
SUNW - Sun Microsystems Inc.

I have not see any updates since then.

I am afraid I don't have any experience next to commodity/currency options so I have no concept what their spreads are like.

The spreads on cash-settled index options, such as SPX and OEX, tend to be hulking.


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