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I'd like to explore buying low-cost calls close to the money, so I'm looking for low time values in options premiums. This happens near options expiration.

Unfortunately, most options expire on the 3rd Friday of the month (at least those for US stocks), which makes this strategy slow to apply. Which securities have more frequent expirations? I know about quarterly expirations and some CBOE weekly options, but I suspect there might be other expirations or securities.

For example, E-mini S&P 500 has 6 expirations in Nov 2018.

E-mini S&P 500 Nov '18 options

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If you're interested in fixed income, swaptions are OTC and can expire at an arbitrary time, and there are weekly options on treasury bond futures for the US as well as Germany.

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