Index, ETF option volumes near midday


Total option volume is relatively light ahead of the election tomorrow at fewer than 5 million contracts, with strong call trading in some of the top indexes and ETFs, optionMONSTER's data systems show.

The SPDR S&P 500 Fund (SPY) has 887,000 options traded, with 560,000 puts. The S&P 500 Index (:SPX) options have turned over 185,000 times, with puts just slightly outpacing calls. Just behind are the CBOE Volatility Index (:VIX) options at 171,000 contracts, 100,000 of which are calls.

Following closely are the iShares Russell 2000 Fund (IWM) options at 166,000, though these have a put/call ratio of 3 to 1. Next up are the PowerShares QQQ Trust (QQQ) options at 132,000, with 87,000 puts.

The SPDR Gold Shares Fund (GLD) are next on the volume list but have only 93,000 contracts changing hands, with 57,000 puts. Just behind are the SPDR Financial Fund (XLF) options at 90,000, with calls outpacing puts by 3 to 1.

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