Midday index, ETF option volumes

optionMONSTER

Total option volume is running about average at 5.4 million so far today, with the action dominated by the major indexes and ETFs, according to optionMONSTER data systems.

Just shy of 1 million options have traded in the SPDR S&P 500 Fund (:SPY), with 575,000 puts. Next up is the S&P 500 Index (:SPX) at 400,000 options, with a put/call ratio of more than 2 to 1. The CBOE Volatility Index (:VIX), which is derived from those SPX options, has 290,000 contracts of its own trading, led by 200,000 calls.

The PowerShares QQQ Trust (:QQQ) has 135,000 contracts changing hands, with calls slightly outnumbering puts. Just behind is the iShares Russell 2000 Fund (IWM) at 134,000 options, with 77,000 puts.

The iPath S&P 500 VIX Short- Term Futures Note (VXX) has 118,000 options traded, with 72,000 puts. The iShares Brazil Capped Fund (EWZ) has seen 81,000 options turn over, with a put/call ratio of 3 to 1.


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