Index, ETF option volumes near midday


Total option volume tops 5.4 million contracts so far today, with hedging apparently dominating the activity in major indexes and ETFs, optionMONSTER's data system show.

The SPDR S&P 500 Fund (SPY) has seen 752,000 options trade, with a put/call ratio of 2 to 1. Next up are the S&P 500 Index (:SPX) options at 262,000, led by 186,000 puts.

The CBOE Volatility Index (:VIX) has 144,000 contracts changing hands, 82,000 of which are calls. The iShares Russell 2000 Fund (IWM) has 126,000 contracts turning over, with puts outpacing calls by more than 6 to 1. Following are the SPDR Financial Fund (XLF) options at 110,000, with a put/call ratio of about 4 to 1.

The iShares Emerging Markets Fund (EEM) has 104,000 options traded, with 65,000 puts. The PowerShares QQQ Trust (QQQ) options are just topping 100,000, with 61,000 puts.

The iPath S&P 500 VIX Short-Term Futures Note (VXX) has 90,000 contracts changing hands, evenly split between calls and puts. And the iShares 20-Year Treasury Bond Fund (TLT) has 87,000 options traded, with a put/call ratio of 3 to 1.

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