Index, ETF option volumes near midday


Total option volume tops 5.7 million contracts so far today, with relatively bearish sentiment in the major indexes and ETFs, optionMONSTER data systems show.

The SPDR S&P 500 Fund (:SPY) has 882,000 contracts traded, with 527,000 puts. Next up are the CBOE Volatility Index (:VIX) options at 665,000, dominated by 523,000 calls. The S&P 500 Index (:SPX) follows with volume of 395,000 and a put/call ratio of almost 3 by 1.

The iShares Russell 2000 Fund (IWM) has 138,000 contracts changing hands, with 107,000 puts. Following is the iPath S&P 500 VIX Short-Term Futures Note (VXX) with 125,000 options, evenly split between calls and puts.

The iShares Emerging Markets Fund (EEM) has seen 113,000 contracts turn over, with a put/call ratio of more than 3 to 1. The PowerShares QQQ Trust (:QQQ) has 110,000 options trading, with 70,000 puts. The SPDR Financial Fund (:XLF) has 78,000 contracts moving, with also with 70,000 puts.

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