Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume just tops 5.5 million contracts so far today, with the big indexes and ETFs making up most of the top names, optionMONSTER data systems show.

The SPDR S&P 500 Fund (:SPY) relinquishes its usual top spot to Facebook this morning but comes in second with 674,000 options traded and a put/call ratio of 2 to 1. Next up are the iShares Russell 2000 Fund (IWM) options, which only have 165,000 traded but also has a put/call ratio of about 2 to 1.

The PowerShares QQQ Trust (QQQ) has 139,000 contracts changing hands, with 82,000 puts. The S&P 500 Index (:SPX) has seen more than 125,000 options turn over, with puts slightly outpacing calls.

The CBOE Volatility Index (:VIX) has 98,000 options traded, dominated by 83,000 calls. Not far behind is the iPath S&P 500 VIX Short-Term Futures Note (VXX) with 82,000, with calls outnumbering puts by 3 to 1.


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