Midday index, ETF option volumes

optionMONSTER

Total option volume is running slightly above average at 6.3 million contracts so far today, led by the usual indexes and ETFs, according to optionMONSTER data systems.

Almost 1 million options have traded in the SPDR S&P 500 Fund (:SPY), with 593,000 puts. Next up is the S&P 500 Index (:SPX) at 480,000 options as puts outnumber calls by 2 to 1.

The iShares Russell 2000 Fund (IWM) has 302,000 options moving, with 186,000 puts. Following is the PowerShares QQQ Trust (:QQQ) with volume of 271,000 as puts slightly eclipse calls. The CBOE Volatility Index (:VIX) has seen 228,000 options turn over, with calls outnumbering puts by more than 3 to 1.

The iShares Emerging Markets Fund (EEM) has 179,000 contracts changing hands, with 104,000 puts. And the iPath S&P 500 VIX Short-Term Futures Note (VXX) has 88,000 options traded, led by 63,000 puts.


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