Midday index, ETF option volumes

optionMONSTER

Total option volume has picked back up with 6.5 million contracts so far today, with relatively bullish sentiment in the big index and ETP names.

The SPDR S&P 500 Fund (:SPY) has 867,000 options traded, of which 527,000 are puts.
Next up is the S&P 500 Index (SPX.V) with 296,000 contracts, including put-to-call ratio of 2-1. Following is the iShares Russell 2000 Fund (IWM) with 262,000, including 150,000 puts.
Right behind is the CBOE Volatility Index (:VIX) with 252,000, 141,000 of which are calls.

The iShares Emerging Markets Fund (:EEM) has 169,000 contracts changing hands, with 99,000 calls. The iPath S&P 500 VIX Short Term Futures Note (:VXX) sees volume of 163,000, with calls accounting for 91,000 of the total. The PowerShares QQQ Trust (QQQ) sees 161,000 options trade, including 97,000 puts.


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