Index, ETF option volumes near midday


Total options volume is light ahead of Good Friday, with 4.8 million contracts changing hands. The typical Index and ETP options account for much of the action.

The SPDR S&P 500 Fund (SPY) has 720,000 contracts, including 441,000 puts. Next up are the S&P 500 Index (:SPX) options with 269,000 contracts, 154,000 of which are puts.

The iShares Russell 2000 Fund (IWM) has 134,000 contracts changing hands, with a put/call ratio of better than 2-to-1. The iPath S&P 500 VIX Short Term Futures Note (:VXX) has 114,000 contracts changing hands, and calls outnumber puts by almost 3 to 1.. Following are the PowerShares QQQ Trust (:QQQ) with 108,000, evenly split between calls and puts. The CBOE Volatility Index (:VIX) has very light volume of just 80,000 contracts, 66,000 of which are calls.

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