Index, ETF option volumes near midday
Total option volume exceeds 5.7 million contracts so far today, with the typical names topping the index and ETF activity on optionMONSTER's data systems.
The SPDR S&P 500 Fund (NYSEArca:SPY) has traded 1 million options, 628,000 of which are puts. The CBOE Volatility Index (VIX) has seen 287,000 contracts change hands, with 184,000 calls. The S&P 500 Index (SPX), from which the VIX is derived, trades 273,000 options and has a put/call ratio of slightly less than 2 to 1.
The iShares Russell 2000 Fund (NYSEArca:IWM) has turned over 173,000 contracts, with puts outpacing calls by more than 2 to 1. Just behind are the PowerShares QQQ Trust (NasdaqGM:QQQ) options at 172,000, with 105,000 puts. The iShares Emerging Markets Fund (NYSEArca:EEM) has 130,000 contracts changing hands, 80,000 of which are puts.
The SPDR Financial Fund (NYSEArca:XLF) has seen 97,000 options trade as calls outnumber puts by almost 4 to 1. The iPath S&P 500 VIX Short-Term Futures ETN (NYSEArca:VXX) has 78,000 options moving, with a put/call ratio of 2 to 1.
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