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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is 5.6 million contracts so far today, with the usual indexes and ETFs leading the way, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 750,000 options traded, with a put/call ratio of 2 to 1. Next up are the iShares Russell 2000 Fund (:IWM) at 222,000, with puts outpacing calls by more than 3 to 1. The PowerShares QQQ Trust (QQQ) has 155,000 contracts changing hands, with 112,000 puts.

Close behind are the S&P 500 Index (:SPX) options at 145,000, with 92,000 puts. The iPath S&P 500 VIX Short-Term Futures Note (VXX) has 120,000 options turning over, 74,000 of which are calls.

The iShares Emerging Markets Fund (EEM) has 105,000 contracts traded, evenly split between calls and puts. 

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