Index, ETF option volumes near midday

Total option volume is very light again at just 4.1 million contracts so far today, with the top indexes and ETFs dominating the action on optionMONSTER's data systems.

The SPDR S&P 500 Fund (:SPY) makes up almost a quarter of the action with 895,000 contracts changing hands, 552,000 of which are puts. The iShares Russell 2000 Fund (IWM) options are next with 120,000 and a put/call ratio of 4 to 1.

Not far behind are the iPath S&P 500 VIX Short-Term Futures Note (VXX) options at 120,000, with 67,000 puts. The CBOE Volatility Index (:VIX) follows at 100,000, with 61,000 calls.

The S&P 500 Index (:SPX) options have traded only 85,000 contracts, with 48,000 puts. Just behind are the PowerShares QQQ Trust (QQQ) at 81,000, and puts outpacing calls by 2 to 1.

The iShares Emerging Markets Fund (:EEM) has 61,000 contracts turning over, with 34,000 puts. The SPDR Gold Shares Fund (:GLD) and the iShares Silver Fund (:SLV) each has 54,000 options traded, the GLD with 31,000 puts and the SLV with the same number of calls.

More From optionMONSTER

Advertisement