Index, ETF option volumes near midday


Total option volume is still relatively light with less than 5 million traded so far, with mixed action in the indexes and ETFs, according to optionMONSTER's data systems.

The SPDR S&P 500 Fund (SPY) has 794,000 contracts traded, with 510,000 puts. Next up are the S&P 500 Index (:SPX) contracts at 226,000, with puts just outpacing calls. Close behind are the CBOE Volatility Index (:VIX) options at 217,000, 138,000 of which are calls.

The iShares Russell 2000 Fund (:IWM) has turned over 148,000 contracts, while the PowerShares QQQ Trust (QQQ) has seen 120,000 change hands. Both have put to call ratios of better than 2-1. The iShares Emerging Markets Fund (EEM) is the only other name to break 100,000 in volume, though just barely, with 58,000 calls.

The iPath S&P 500 VIX Short-Term Futures ETN (VXX) has 64,000 contracts traded, evenly split between calls and puts. The iShares Silver Fund (SLV) has 51,000 options traded, with 33,000 calls.

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