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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

The usual indexes and ETFs dominate today's total option volume, which is running about average so far in the session at 5.6 million, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has seen 746,000 options turn over as puts slightly eclipse calls. Next up are the S&P 500 Index (:SPX) options at 290,000, with puts barely outpacing calls.

The PowerShares QQQ Trust (:QQQ) follows at 206,000 contracts, including 113,000 calls. Just behind is the CBOE Volatility Index (:VIX) at 202,000 options, with the unusual situation of puts slightly outnumbering calls.

The iShares Russell 2000 Fund (IWM) has 193,000 contracts changing hands and a put/call ratio of 2 to 1. The iShares Emerging Markets Fund (EEM) has volume of 133,000 options, with calls outpacing puts by 2 to 1.

The iPath S&P 500 VIX Short-Term Futures Note (VXX) follows at 108,000, led by 73,000 puts. (See related story )


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