Your question goes well beyond my detailed knowledge base, so hopefully somebody else will jump in if they have the answers.
My guess is that options on futures fall under 1256 transactions, while options on stocks, including tracking stocks do not. I think DIA, SPY, and QQQ would be treated like any other stock, but perhaps you can find a CPA who would make the case that these should all be treated as 1256. Perhaps the tax code has not yet even caught up with these "new" tracking stocks to establish their category.
DJX and OEX are cash settled index options, so I think these a distinctly different from the options on tracking stocks. They probably fit under 1256, but I don't know for sure.
The difference between DIA and DJX options is the difference in settlement. DIA settles in shares of DIA. If you exercise DIA options, or are assigned, you buy or sell stock at the strike price. DJX settles in cash; if you are long and ITM you get cash in your account; if you are short and the option is ITM money is taken out of your account. Since DIA (and QQQ and SPY) have underlying stock, you can use strategies like covered calls, married puts, whatever and fall under the usual stock option margin rules. I know of no corresponding way of handling cash settled index options.
Recently, there has been some talk of using SSFs as part of a hedging strategy with options on the underlying stock. As I read the article, the proposal would allow SSFs to be covered by stock options with a combined margin requirement instead of having separate margin for the futures and naked stock options. The same could be done for index futures and index options, but that gets into issues of exchange "turf"
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