Midday index, ETF option volumes

Total option volume is moderate today at just over 5 million contracts, with mixed sentiment in the major indexes and ETFs, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 796,000 options traded, with 494,000 puts. Next up are the S&P 500 Index (:SPX) contracts at 387,000, with 299,000 puts. The CBOE Volatility Index (:VIX) has 266,000 options traded, with calls outpacing puts by 2 to 1.

The iShares Emerging Markets Fund (EEM) has seen 203,000 options turn over, with calls outpacing puts by 4 to 1. The iShares Russell 2000 Fund (IWM) sees 155,000 contracts traded, led by 110,000 puts.

Close behind is the iPath S&P 500 VIX Short-Term Futures Note (:VXX) with 140,000 options, evenly split between calls and puts. The PowerShares QQQ Trust (QQQ) has 104,000 contracts changing hands, with 65,000 puts.


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