Midday volumes in indexes, ETFs

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is about average at 5.7 million contracts so far today, led by the typical indexes and ETFs but including precious metals, according to optionMONSTER data systems.

More than 825,000 options have traded in the SPDR S&P 500 Fund (:SPY), with 466,000 puts. Next up is the S&P 500 Index (:SPX) options at 341,000 as puts eclipse calls by 2 to 1. The CBOE Volatility Index (:VIX) has 263,000 contracts traded, with calls outpacing puts 2 to 1.

The PowerShares QQQ Trust (:QQQ) has seen 210,000 options turn over, with 118,000 calls. The iShares Russell 2000 Fund (:IWM) has 177,000 contracts changing hands, with 109,000 puts.

The iShares Silver Fund (SLV) has 125,000 options traded, led by 96,000 calls. Just behind is the SPDR Gold Shares Fund (GLD) at 120,000 options, also with 96,000 calls.

The iPath S&P 500 VIX Short-Term Futures Note (:VXX) has 80,000 options moving, with 44,000 calls. And the iShares Emerging Markets Fund (EEM) has 78,000 options traded, with 44,000 puts.


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