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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Option volume is about average at 5.6 million contracts so far today, with typical indexes and ETFs domination the action, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 686,000 options traded, with a put/call ratio of 2 to 1. Next up are the S&P 500 Index (:SPX) options at 266,000, led by 168,000 puts. The CBOE Volatility Index (:VIX) sees 206,000 trade, calls slightly outpacing puts.

The PowerShares QQQ Trust (:QQQ) follows at 192,000 contracts, with 110,000 calls. Just behind is the iShares Russell 2000 Fund (:IWM) with 191,000 options as puts outpace calls by 2 to 1.

The SPDR Gold Shares Fund (GLD) has seen 156,000 contracts turn over, with calls just eclipsing puts. The iShares Emerging Markets Fund (EEM) has 123,000 options changing hands, dominated by 108,000 puts. And the iPath S&P 500 VIX Short-Term Futures Note (VXX) has 84,000 options traded, with 53,000 calls. 

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