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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is average at 5.3 million so far today as the big indexes and ETFs lead the action, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 736,000 options traded, with 404,000 puts. Next is the S&P 500 Index (:SPX) at 253,000 contracts, with calls outpacing puts by 3 to 1. Just behind is the iShares Russell 2000 Fund (:IWM) with 231,000 options, with a put/call ratio of almost 3 to 1.

The PowerShares QQQ Trust (:QQQ) has 166,000 options changing hands, with 96,000 puts. The iShares Emerging Markets Fund (EEM) has 156,000 contracts, dominated by 128,000 puts.

The CBOE Volatility Index (:VIX) has seen 144,000 turn over, with 85,000 calls. The iPath S&P 500 VIX Short-Term Futures Note (:VXX) has 74,000 options traded as calls slightly eclipse puts. The SPDR Gold Fund (GLD) has volume of 67,000, led by 42,000 calls.

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