Yes...I am not sure which exchange even, as I have subscriptions to 4 exchanges on my trading platform, but it is named OES the (the normal monthly expiration) and OEW (weekly) are the time frames given on my trading plaform...
But they do trade weekly options on the S&P and they are fairly liquid during normal trading hours...I just tried it a couple times, seemed to work okay...I like trade OES when it is close to expiration as they are a bit more liquid...

Just starting to experiment with this but have had nice results so far...

Anyways check it out and let me know what you think if you can gain access to it...if you have difficulty getting this with your own platform but are interested let me know, I can give you the info on my brokerage...btw it is where Jay (Trout) used to work...so he could answer your technical questions with this better...

:-)#