Midday index, ETF option volumes


Total option volume is running about average at 5.3 million so far today, with bullish sentiment in the major indexes and ETFs, according to optionMOSNTER data systems.

The SPDR S&P 500 Fund (:SPY) has 641,000 options traded, 339,000 of which are calls. Next is the S&P 500 Index (:SPX) with 292,000 as calls outpace puts.

The iShares Russell 2000 Fund (IWM) has 157,000 contracts changing hands, with a put/call ratio of 3 to 1. The CBOE Volatility Index (:VIX) has seen 123,000 options turn over, with calls barely eclipsing puts.

The PowerShares QQQ Trust (QQQ) is just above the 100,000 mark, with puts outpacing calls 2 to 1. Just behind is the iShares Emerging Markets Fund (EEM) at 96,000, with a put/call ratio of 2 to 1.

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