Midday index, ETF option volumes


Total option volume is relatively light at 5.2 million contracts so far today, with mixed sentiment in the top indexes and ETFs, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 615,000 options traded, with 361,00 puts. The SPDR Financial Fund has 234,000 contracts changing hands, dominated by 227,000 puts.

Following closely is the CBOE Volatility Index (:VIX) with volume of 210,000 as calls outpace puts by more than 2 to 1. Just behind is the iPath S&P 500 VIX Short-Term Futures Note (VXX) at 182,000 contracts, with 100,000 puts. (See related story )

The PowerShares QQQ Trust (QQQ) and the iShares Russell 2000 Fund (:IWM) each has 152,000 options traded, though the QQQ has 90,000 calls while the IWM has 100,000 puts.

The S&P 500 Index (:SPX) has seen 145,000 options turn over, with  a put/call ratio of better than 2 to 1. And the iShares Emerging Markets Fund (EEM) has 114,000 contracts, evenly split between calls and puts. 

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