Midday index, ETF option volumes


The usual indexes and ETFs dominate today's total option volume, which is running about average so far in the session at 5.6 million, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has seen 746,000 options turn over as puts slightly eclipse calls. Next up are the S&P 500 Index (:SPX) options at 290,000, with puts barely outpacing calls.

The PowerShares QQQ Trust (:QQQ) follows at 206,000 contracts, including 113,000 calls. Just behind is the CBOE Volatility Index (:VIX) at 202,000 options, with the unusual situation of puts slightly outnumbering calls.

The iShares Russell 2000 Fund (IWM) has 193,000 contracts changing hands and a put/call ratio of 2 to 1. The iShares Emerging Markets Fund (EEM) has volume of 133,000 options, with calls outpacing puts by 2 to 1.

The iPath S&P 500 VIX Short-Term Futures Note (VXX) follows at 108,000, led by 73,000 puts. (See related story )

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