An index option is an option on a market index (like SPX) rather than a stock or ETF — typically cash-settled, European-style, and eligible for special tax treatment.

What they are

Index options track an index directly (the S&P 500 via SPX, or the smaller XSP) rather than a tradeable share. Because you can’t “deliver” an index, they’re cash-settled (settle to cash, no shares), European-style (no early assignment), and often qualify for Section 1256 60/40 tax treatment — a distinct set of features from stock/ETF options.

How they differ from ETF options

SPY (an ETF) options are physically settled (shares), American-style, and retail-sized. Index options (SPX/XSP) are cash-settled, European, and tax-advantaged — cleaner at expiration but SPX is large (XSP is the small version). See index options vs ETF options for the full comparison.

Index options trade the market itself — cash-settled, no early assignment, tax perks. Same S&P exposure as SPY, different plumbing.

The takeaway

Index options (SPX, XSP) are options on an index — cash-settled, European-style, tax-advantaged. They’re the alternative to SPY ETF options for traders wanting those features. NoVo trades SPY, QQQ and IWM (the most liquid ETFs); index options are worth knowing for the tax/settlement benefits, especially at size.