Midday index, ETF option volumes


Total option volume is light at 4.9 million contracts traded so far, with bearish sentiment in the biggest indexes and ETFs, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 531,000 options changing hands, with a put/call ratio of 2 to 1. Next up is the CBOE Volatility Index (:VIX) at 281,000 options, led by 202,000 calls. The S&P 500 Index (:SPX) has 180,000 contracts moving as puts outpace calls by 3 to 1.
The iShares Russell 2000 Fund (IWM) has seen 150,000 options turn over, with a put/call ratio of 5 to 1. The iPath S&P 500 VIX Short Term Futures Note (VXX) has 112,000 contracts traded, with 78,000 puts. Following is the PowerShares QQQ Trust (QQQ) at 98,000 options, with puts outnumbering calls by 2 to 1.

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