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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is running about average at 5.8 million contracts so far today, with mixed sentiment in the big indexes and ETFs, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 747,000 options traded, with a put/call ratio of almost 2 to 1. Next up is the S&P 500 Index (:SPX) at 230,000 contracts, with 143,000 puts. Just behind is the iShares Russell 2000 Fund (IWM) at 229,000 options, dominated by 191,000 puts.

The CBOE Volatility Index (:VIX) has 134,000 contracts changing hands, led by 98,000 calls. The PowerShares QQQ Trust (:QQQ) has 123,000 options traded, with 69,000 calls.

The iPath S&P 500 VIX Short-Term Futures Note (VXX) has volume of 92,000 as calls slightly outpace puts. And the iShares Emerging Markets Fund (EEM) has seen 69,000 contracts turn over, with 43,000 puts.

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