Midday index, ETF option volumes

Total option volume just tops 5.5 million contracts so far today, with the big indexes and ETFs making up most of the top names, optionMONSTER data systems show.

The SPDR S&P 500 Fund (:SPY) relinquishes its usual top spot to Facebook this morning but comes in second with 674,000 options traded and a put/call ratio of 2 to 1. Next up are the iShares Russell 2000 Fund (IWM) options, which only have 165,000 traded but also has a put/call ratio of about 2 to 1.

The PowerShares QQQ Trust (QQQ) has 139,000 contracts changing hands, with 82,000 puts. The S&P 500 Index (:SPX) has seen more than 125,000 options turn over, with puts slightly outpacing calls.

The CBOE Volatility Index (:VIX) has 98,000 options traded, dominated by 83,000 calls. Not far behind is the iPath S&P 500 VIX Short-Term Futures Note (VXX) with 82,000, with calls outnumbering puts by 3 to 1.


More From optionMONSTER

Advertisement