I tried and failed to run a query that would produce the "Missing Index" option, so I can't confirm that the code below does exactly what you are looking for. It does find and parse the query plan XML for queries in the cache and produces HTML code from that. I had to change a lot of things to get it to do anything for me, so I hope this can at least point you in the right direction.
IF OBJECT_ID('tempdb..#TempTable') IS NOT NULL
DROP TABLE #TempTable
CREATE TABLE #TempTable (
[ID] INT IDENTITY(1,1) NOT NULL,
[MissingIndex] VARCHAR(8000) NULL,
[DatabaseName] VARCHAR(50) NULL,
[SizeBytes] INT NULL,
[CacheObjectType] VARCHAR(50) NULL,
[ObjectDetail] VARCHAR(MAX) NULL,
[BatchXML] XML NULL,
PRIMARY KEY (ID),
UNIQUE (ID))
DECLARE
@txtMis VARCHAR(MAX)
SET @txtMis = '<HTML><Head><meta http-equiv="Content-Type" content="text/html; charset=utf-8" />
<title>Untitled Document</title><style type="text/css">
body {
margin: 0px;
padding:25px;
font-family:Arial, Helvetica, sans-serif;
font-size:12px;
color:#454545;
}
</style>
</head>
<BODY bgColor="FFFFFF">'
SET @txtMis = @txtMis + '<table width="100%" border="0" cellspacing="0" cellpadding="0" style="border:solid 1px #d5d5d5; border-right:0px none; border-bottom:0px none font-size: 8px;">
<tr>
<td colspan="10" align="center" bgcolor="#f8f8f8" height="28" style="border-bottom:#d5d5d5 solid 1px; border-right:#d5d5d5 solid 1px;"><b>Details of Missing Index on
</b></td>
</tr>
<tr>
<td bgcolor="#f8f8f8" height="28" style="border-bottom:#d5d5d5 solid 1px; border-right:#d5d5d5 solid 1px;">MissingIndex</td>
<td bgcolor="#f8f8f8" style="border-bottom:#d5d5d5 solid 1px; border-right:#d5d5d5 solid 1px;">DatabaseName</td>
<td bgcolor="#f8f8f8" style="border-bottom:#d5d5d5 solid 1px; border-right:#d5d5d5 solid 1px;">SizeBytes</td>
<td bgcolor="#f8f8f8" style="border-bottom:#d5d5d5 solid 1px; border-right:#d5d5d5 solid 1px;">CacheObjectType</td>
<td bgcolor="#f8f8f8" style="border-bottom:#d5d5d5 solid 1px; border-right:#d5d5d5 solid 1px;">ObjectDetail</td>
</tr>'
;WITH CachedPlans
(
MissingIndex,
DatabaseName,
SizeBytes,
CacheObjectType,
ObjectDetail,
BatchXML
)
AS
(
SELECT
objDatabase+'.'+ObjSchema+'.'+objTable+':'+objColGroupUsage+'.'+ObjColname+'.'+ObjColColumnID AS MissingIndex
,r.DatabaseName
,r.SizeBytes
,r.CacheObjectType
,r.objQueryPlan AS ObjectDetail
,r.q AS BatchXML
FROM
(
SELECT
x.q.value('(BatchSequence/Batch/Statements/StmtSimple/QueryPlan/MissingIndexes/MissingIndexGroup/MissingIndex/@Database)[1]','VARCHAR(50)') AS objDatabase
,x.q.value('(BatchSequence/Batch/Statements/StmtSimple/QueryPlan/MissingIndexes/MissingIndexGroup/MissingIndex/@Schema)[1]','VARCHAR(50)') AS objSchema
,x.q.value('(BatchSequence/Batch/Statements/StmtSimple/QueryPlan/MissingIndexes/MissingIndexGroup/MissingIndex/@Table)[1]','VARCHAR(100)') AS objTable
,x.q.value('(BatchSequence/Batch/Statements/StmtSimple/QueryPlan/MissingIndexes/MissingIndexGroup/MissingIndex/ColumnGroup/@Usage)[1]','VARCHAR(100)') AS objColGroupUsage
,x.q.value('(BatchSequence/Batch/Statements/StmtSimple/QueryPlan/MissingIndexes/MissingIndexGroup/MissingIndex/ColumnGroup/Column/@Name)[1]','VARCHAR(100)') AS objColName
,x.q.value('(BatchSequence/Batch/Statements/StmtSimple/QueryPlan/MissingIndexes/MissingIndexGroup/MissingIndex/ColumnGroup/Column/@ColumnId)[1]','VARCHAR(100)') AS objColColumnId
,x.q.value('(BatchSequence/Batch/Statements/StmtSimple/@StatementText)[1]','VARCHAR(MAX)') AS objQueryPlan
,x.*
FROM
(
SELECT
DB_NAME(st.dbid) AS DatabaseName
,cp.size_in_bytes AS SizeBytes
,cp.cacheobjtype AS CacheObjectType
,cp.plan_handle
,CONVERT(XML,REPLACE(REPLACE(CAST(qp.query_plan AS VARCHAR(MAX)),'<ShowPlanXML xmlns="http://schemas.microsoft.com/sqlserver/2004/07/showplan" Version="1.1.1" Build="10.0.5512.0">',''),'</ShowPlanXML>','')) AS q
FROM
sys.dm_exec_cached_plans cp
CROSS APPLY
sys.Dm_exec_sql_text(CONVERT(VARBINARY,cp.plan_handle)) st
CROSS APPLY
sys.Dm_exec_query_plan(CONVERT(VARBINARY,cp.plan_handle)) qp
) x
) r
WHERE
CacheObjectType = 'Compiled Plan'
)
INSERT INTO #TempTable
SELECT
MissingIndex
,DatabaseName
,SizeBytes
,CacheObjectType
,ObjectDetail
,BatchXML
FROM
CachedPlans
SELECT
@txtMis = @txtMis + '<tr>
<td style="border-bottom:#d5d5d5 solid 1px; border-right:#d5d5d5 solid 1px;">' + ISNULL(MissingIndex,'') + '</td>' + '<td style="border-bottom:#d5d5d5 solid 1px; border-right:#d5d5d5 solid 1px;">' + ISNULL(DatabaseName,'') + '</td>' + '<td style="border-bottom:#d5d5d5 solid 1px; border-right:#d5d5d5 solid 1px;">' + ISNULL(ObjectDetail,'') + '</td>' + '<td style="border-bottom:#d5d5d5 solid 1px; border-right:#d5d5d5 solid 1px;">' + ISNULL(SizeBytes,'') + '</td>' + '<td style="border-bottom:#d5d5d5 solid 1px; border-right:#d5d5d5 solid 1px;">' + ISNULL(CacheObjectType,'') + '</td>
</tr>'
FROM
(
SELECT
MissingIndex AS MissingIndex
,CONVERT(VARCHAR(50),DatabaseName) AS DatabaseName
,CONVERT(VARCHAR(50),SizeBytes) AS SizeBytes
,CONVERT(VARCHAR(50),CacheObjectType) AS CacheObjectType
,CONVERT(VARCHAR(MAX),ObjectDetail) AS ObjectDetail
FROM
#TempTable
) v
ORDER BY
v.SizeBytes DESC
SELECT
@txtMis = @txtMis + '</table>
</body>
</html>'
SELECT
@txtMis