What are weekly options?

What are weekly options? How are they different from normal monthly options? How can I trade in weekly options?

http://www.bseindia.com/markets/derivatives/derireports/faqsWeeklyOptions.aspx?expandable=6

Similarly to how we have monthly options (Nifty for example), there are weekly options which have a weekly expiry. BSE on its futures and options has a few weekly contracts. Presently on NSE there is no weekly options contracts. If you want to trade, on ZT choose BFO and add check out the various expiry available. 

INDIA VIX on NSE is a weekly futures contract, but doesn't have options yet. 

When I tried to look for CO/BO margin required for INDIAVIX Fut in your margin calculator, it is showing me the margin required is ‘0’ and leverage is "infinity’. What does this mean? Any fault in margin calculator?

Will have that checked, we are not giving any leverage for CO/BO on IndiaVIX as of now.