Midday index, ETF option volumes

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Total option volume is a bit light at 5.2 million contracts so far today, as reflected in major indexes and ETFs, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 613,000 options traded, with 338,000 puts. The CBOE Volatility Index (:VIX) has 263,000 contracts changing hands, led by 192,000 calls.

The S&P 500 Index (:SPX) has seen 129,000 options turn over, with a put/call ratio of almost 2 to 1. The iShares Russell 2000 Fund (IWM) has volume of 124,000 contracts, with a similar put/call ratio. Just behind are the iShares Emerging Markets Fund (EEM) options at 123,000, dominated by 97,000 puts.

The PowerShares QQQ Trust (:QQQ) has 113,000 options traded, with 70,000 puts. The SPDR Gold Shares Fund (GLD) has 91,000 contracts moving, with puts slightly outpacing calls.


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