Weekly option trading is fairly intuitive. The options are listed every Thursday, and they expire the following Friday. Weekly options are available on all the usual stocks and indexes, such as the S&P 500 Index (SPX), along with the major exchange-traded funds (ETFs), such as the Financial Spider Select XLF.

http://www.optionsizzle.com/weeklyoptions/
http://www.optionsizzle.com/8451/trading-weekly-stock-options-4-tips-you-should-know-2/

Weekly options are also available on some of the most widely traded equities such as, includes Apple Inc. (Nasdaq: AAPL), Exxon Mobile Inc. (NYSE:XOM ), and JPMorgan Chase & Co. (NYSE: JPM). The list of stocks and futures that are traded regularly change. Information with regard to availability are listed on the CBOE web site.