Midday index, ETF option volumes

optionMONSTER

Total option volume is 5.6 million contracts so far today, with the usual indexes and ETFs leading the way, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 750,000 options traded, with a put/call ratio of 2 to 1. Next up are the iShares Russell 2000 Fund (:IWM) at 222,000, with puts outpacing calls by more than 3 to 1. The PowerShares QQQ Trust (QQQ) has 155,000 contracts changing hands, with 112,000 puts.

Close behind are the S&P 500 Index (:SPX) options at 145,000, with 92,000 puts. The iPath S&P 500 VIX Short-Term Futures Note (VXX) has 120,000 options turning over, 74,000 of which are calls.

The iShares Emerging Markets Fund (EEM) has 105,000 contracts traded, evenly split between calls and puts. 

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