Midday index, ETF option volumes


Total option volume is relatively light at 5.2 million contracts so far today, though only one of the big indexes and ETFs makes it into the top five, according to optionMONSTER data systems.

The SPDR S&P 500 (:SPY) has 622,000 options traded, 436,000 of which are puts. The S&P 500 Index (:SPX) options come in sixth with volume of 220,000 and also with a put/call ratio of more than 2 to 1. Following are the CBOE Volatility Index (:VIX) options at 121,000, led by 84,000 calls.

The iShares Russell 2000 Fund (:IWM) follows closely at 119,000, with 85,000 puts. Just behind is the iPath S&P 500 VIX Short-Term Futures Note (:VXX) at 118,000 options, with 69,000 puts.

The PowerShares QQQ Trust (QQQ) has 115,000 contracts changing hands, with puts outpacing calls by 2 to 1. The SPDR Financial Fund (XLF) has 103,000 contracts turned over, 88,000 of which are puts. And just in at 100,000 are the iShares Emerging Markets Fund (EEM) with 67,000 puts.

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