Index, ETF option volumes near midday

optionMONSTER

Total option volume is very strong at more than 10.6 million contracts so far today, with mixed action in the leading indexes and ETFs, according to optionMONSTER data systems.

More than 1.6 million options have traded in the SPDR S&P 500 Fund (:SPY), with 1 million puts. Next up are the S&P 500 Index (:SPX) options at 700,000, with slightly more puts than calls.

The iShares Russell 2000 Fund (:IWM) has seen 412,000 contracts trade as puts outpace calls by 3 to 1. The iShares Emerging Markets Fund (EEM) has volume of 250,000 and a put/call ratio of almost 3 to 1.

Following closely is the iPath S&P 500 VIX Short-Term Futures Note (:VXX) at 234,000 options, with 125,000 puts. The iShares Hong Kong Fund (EWH) has 225,000 contracts turning over, evenly split in what looks like one big conversion trade.

The PowerShares QQQ Trust (QQQ) has 225,000 contracts are changing hands, with 135,000 calls. The CBOE Volatility Index (:VIX) has 160,000 options traded, with calls outpacing puts by 2 to 1. 


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