Midday index, ETF option volumes

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Total option volume is about average around 6.1 million contracts so far today, led by the typical indexes and ETFs but with a few notable exceptions, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 732,000 options traded as puts slightly outpace calls. The S&P 500 Index (:SPX) has volume of 330,000, with a put/call ratio of 2 to 1.

The PowerShares QQQ Trust (:QQQ) is next at 243,000 contracts, with slightly more puts than calls. Just behind is the CBOE Volatility Index (:VIX) at 241,000 options, dominated by 184,000 calls.

The iShares Russell 2000 Fund (:IWM) has 143,000 options changing hands, led by 90,000 puts. Next up is the iPath S&P 500 VIX Short-Term Futures Note (VXX) at 114,000 contracts, with puts outnumbering calls by almost 2 to 1.

The iShares Emerging Markets Fund (EEM) comes in just above 100,000, with 68,000 puts. The U.S. Natural Gas Fund (UNG) makes an unusual appearance on the list with strong volume of 97,000 options, including 53,000 calls.


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