Perhaps even less stellar is that none of the essential "Greeks", except for Implied Volatility, are published for any Options on Indexes and Commodities. Options are therefore impossible to price in order to judge "fair value" using any of the traditional metrics. Also since "Theta" is missing one has no idea of the time decay in valuation etc. etc... An account with a futures broker seems the only way if one is serious about Index or Commodity options. I also have an account with Nabtrade, which allows buying calls and puts, as well as writing covered calls for many individual shares but does not allow writing puts, covered or otherwise. What's a punter to do I ask you...?