Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)
June 10, 2014

Total option volume is just above average at 5.6 million so far today, with the big indexes and ETFs making up the lion's share of trading, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 576,000 options traded, with 354,000 puts. The iShares Russell 2000 Fund (:IWM) has volume of 348,000, led by 215,000 puts.

The S&P 500 Index (:SPX) has 259,000 contracts changing hands, with 160,000 puts. Following is the CBOE Volatility Index (:VIX) at 195,000 as calls outnumber puts by 4 to 1.

The iShares Emerging Markets Fund (EEM) has seen 162,000 options turn over, with a put/call ratio topping 2 to 1. The iPath S&P 500 VIX Short-Term Futures Note (VXX) has 157,000 contracts moving, also with a put/call ratio of 2 to 1. And the PowerShares QQQ Trust (QQQ) has 90,000 options traded, with 60,000 puts.

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