U.S. Markets open in 7 hrs 34 mins

Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume has picked back up with 6.5 million contracts so far today, with relatively bullish sentiment in the big index and ETP names.

The SPDR S&P 500 Fund (:SPY) has 867,000 options traded, of which 527,000 are puts.
Next up is the S&P 500 Index (SPX.V) with 296,000 contracts, including put-to-call ratio of 2-1. Following is the iShares Russell 2000 Fund (IWM) with 262,000, including 150,000 puts.
Right behind is the CBOE Volatility Index (:VIX) with 252,000, 141,000 of which are calls.

The iShares Emerging Markets Fund (:EEM) has 169,000 contracts changing hands, with 99,000 calls. The iPath S&P 500 VIX Short Term Futures Note (:VXX) sees volume of 163,000, with calls accounting for 91,000 of the total. The PowerShares QQQ Trust (QQQ) sees 161,000 options trade, including 97,000 puts.


More From optionMONSTER