Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

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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