I'm with Interactive Brokers. This is my only choice in Canada, however, options are only .70 cents a contract. the cheapest i've encountered, and direct access to boot. <a href="http://individuals.interactivebrokers.com/en/accounts/fees/commission.php?ib_entity=llc" target="_blank">http://individuals.interactivebrokers.com/en/accounts/fees/commission.php?ib_entity=llc</a> Also, Tradestation is only a 1.00 per contract: <a href="http://www.tradestation.com/fees/All_Asset_Types.shtm" target="_blank">http://www.tradestation.com/fees/All_Asset_Types.shtm</a>