Index options (like SPX) are cash-settled, European-style, and may get favorable tax treatment; ETF options (like SPY) are physically settled, American-style, and smaller. Same underlying index, different mechanics.

Index options (SPX, XSP)

These are options on the index itself — cash-settled (no shares), European-style (no early assignment), and potentially eligible for Section 1256 60/40 tax treatment. SPX is large (~10× SPY); XSP is a SPY-sized version. Clean at expiration, tax-friendly, but lighter liquidity than SPY.

ETF options (SPY)

These are options on the SPY ETF — physically settled (shares if held ITM), American-style (early assignment possible for sellers), and retail-sized. SPY is the most liquid with the tightest spreads and the deepest ecosystem. Simpler and cheaper to trade, with the physical-settlement mechanics to manage.

Index options settle to cash with tax perks and no early assignment; ETF options settle to shares with tighter spreads and a huge ecosystem. Same index, different plumbing.

Which to trade

For maximum liquidity and simplicity, SPY (what NoVo trades). For cash settlement, no early assignment, and possible tax benefits — especially at size — SPX or XSP. See best index for 0DTE to weigh them all.