Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is pushing above 5.9 million contracts so far today, with some international ETFs rounding out the list, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 691,000 options traded, with a put/call ratio of more than 2 to 1. Next up is the CBOE Volatility Index (:VIX) at 411,000, with puts slightly outpacing calls.

The iShares Emerging Markets Fund (:EEM) has 233,000 options turning over, with calls eclipsing puts by more than 2 to 1. The S&P 500 Index (:SPX) has seen 215,000 trade, with 126,000 puts. The iShares EAFE Index Fund (EFA) has 177,000 contracts moving, dominated by 161,000 calls.

The iPath S&P 500 VIX Short-Term Futures Note (:VXX) has 155,000 contracts changing hands, with a put/call ratio topping 4 to 1. The iShares Japan Fund (EWJ) has volume of 128,000 options, led by 89,000 puts. The iShares Russell 2000 Fund (:IWM) has 108,000 options traded, with 80,000 puts. And the iShares Brazil Fund (EWZ) has 106,000 contracts traded, with 62,000 calls. 

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