Index, ETF option volumes near midday

optionMONSTER

Total option volume remains strong today as 6.6 million contracts have traded so far, with mixed action in the major indexes and ETFs, according to optionMONSTER tracking systems.

More than 1.2 million options have turned over in the SPDR S&P 500 Fund (:SPY) with a put/call ratio just shy of 2 to 1. Next up are the S&P 500 Index (:SPX) options at 304,000, with a similar ratio. The CBOE Volatility Index (:VIX), which is derived from those SPX options, has seen 226,000 contracts of its own change hands, with 143,000 calls.

The iShares Emerging Markets Fund (EEM) has 160,000 options traded, led by 96,000 calls. Close behind is the iShares Russell 2000 Fund (IWM) at 155,000 options, with 92,000 puts.

The SPDR Gold Shares Fund (GLD) has 150,000 contracts moving, 102,000 of which are calls. And the iPath S&P 500 VIX Short-Term Futures Note (:VXX) has 123,000 options traded, with 75,000 calls.


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