Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is just over 4.7 million contracts so far, with bullish sentiment in major indexes and ETFs, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 748,000 options traded, with 425,000 puts. Next up is the iShares Russell 2000 Fund (:IWM) with volume of 184,000, led by 135,000 puts. Close behind are the CBOE Volatility Index (:VIX) options at 174,000, with calls slightly outpacing puts.

The S&P 500 Index (:SPX) options have turned over 130,000 times, with 70,000 puts. The iShares Emerging Markets Fund has 108,000 contracts changing hands, with calls outpacing puts by more than 2 to 1. Next up are the SPDR Financial Fund (XLF) contracts at 105,000, dominated by 90,000 calls.

The U.S. Oil Fund (USO) has seen 91,000 contracts move, with 50,000 calls. And the iPath S&P 500 VIX Short-Term Futures Note (VXX) has 87,000 options traded, also with 50,000 calls.


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