Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)
September 11, 2013

Total option volume just tops 5.5 million contracts so far today, with the usual suspects in the indexes and ETFs top the activity, optionMONSTER data systems show.

The SPDR S&P 500 Fund (:SPY) has 556,000 options traded, with a put/call ratio of almost 2 to 1. The iShares Emerging Markets Fund (:EEM) has seen 266,000 options trade, with 161,000 calls.

The PowerShares QQQ Trust (:QQQ) has 195,000 contracts changing hands, with slightly more puts than calls. Following are the S&P 500 Index (:SPX) options at 172,000, with puts outpacing calls by more than 2 to 1. Next up are 169,000 options in the CBOE Volatility Index (:VIX), which itself is derived from the SPX options, with 101,000 calls.

The iShares Russell 2000 Fund (:IWM) has 125,000 contracts turning over, led by 89,000 puts. The iPath S&P 500 VIX Short-Term Futures Note (:VXX) has 110,000 options traded, with 64,000 puts.

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