Index, ETF option volumes near midday
Chris McKhann | firstname.lastname@example.org
The SPDR S&P 500 Fund (SPY) has 629,000 contracts traded, with 362,000 puts. The iShares Russell 2000 Fund (IWM) has 188,000 moving, with puts outpacing calls by more than 2 to 1.
Just behind are the S&P 500 Index (SPX) options with volume of 187,000 and a similar put/call ratio. Those are followed closely by the PowerShares QQQ Trust (QQQ)'s 186,000 contracts, with 107,000 puts.
The CBOE Volatility Index (VIX) has 177,000 options turning over, 116,000 of which are calls. The iPath S&P 500 VIX Short-Term Futures ETN (VXX) has 66,000, with 36,000 calls. Just behind are the SPDR Gold Shares Trust (GLD) contracts at 57,000, withcalls outpacing puts by almost 3 to 1.