Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)
February 6, 2014

Total option volume remains strong at more than 7.2 million contracts so far today, led by the usual indexes and ETFs, according to optionMONSTER data systems.

Just shy of 1 million options have traded in the SPDR S&P 500 Fund (:SPY), with 560,000 puts. Next up is the CBOE Volatility Index (:VIX) at 686,000 options, led by 492,000 calls. The S&P 500 Index (:SPX) has seen 350,000 options turn over, with a put/call ratio of roughly 2 to 1.

The iShares Russell 2000 Fund (:IWM) has 263,000 contracts changing hands, also with a put/call ratio of 2 to 1. Following is the PowerShares QQQ Trust (QQQ) with 210,000 trading as puts slightly eclipse calls.

The iPath S&P 500 VIX Short-Term Futures Note (VXX) has 207,000 options traded, with puts outpacing calls by 3 to 1. The iShares Emerging Markets Fund (EEM) has volume of 147,000, including 80,000 calls. 

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