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Midday index, ETF option volumes

Mike Yamamoto (mike.yamamoto@optionmonster.com)

Total option volume is light again at 4.6 million contracts so far today, with action led by the big indexes and ETFs, optionMONSTER data systems show.

The SPDR S&P 500 Fund (:SPY) has 606,000 options traded as puts slightly outpace calls. Next up is the iShares Russell 2000 Fund (IWM) with just 191,000 contracts and a put/call ratio of almost 3 to 1. Just behind is the S&P 500 Index (:SPX) at 187,000 options, with 102,000 calls.

The CBOE Volatility Index (:VIX) has 177,000 contracts changing hands, led by 139,000 calls. The iPath S&P 500 VIX Short-Term Futures Note (VXX) has 127,000 options traded, dominated by 93,000 puts.

The PowerShares QQQ Trust (QQQ) has seen 106,000 contracts turn over, with a put/call ratio topping 2 to 1.


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