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Index, ETF option volumes near midday

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is strong as 7.8 million contracts have traded so far today, with the volume spread throughout the top indexes and ETFs, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 969,000 contracts changing hands, with 600,000 puts. Next up are the iShares Emerging Markets Fund (:EEM) options at 481,000, led by 301,000 puts. Following closely are the S&P 500 Index (:SPX) options at 453,000, with puts slightly outpacing calls.

The CBOE Volatility Index (:VIX) options have turned over 362,000 times, with 221,000 calls. The iShares Russell 2000 Fund (IWM) has volume of 183,000 and a put/call ratio of more than 2 to 1. The PowerShares QQQ Trust (:QQQ) has 163,000 contracts, with 100,000 puts.

The iPath S&P 500 VIX Short-Term Futures Note (VXX) has 134,000 options moving, with 87,000 puts. The SPDR Gold Shares Fund (GLD) has 115,000 options traded, evenly split between calls and puts.

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