Index, ETF option volumes near midday
Chris McKhann | [email protected]
The SPDR S&P 500 Fund (SPY) has 1.3 million contracts traded, led by 924,000 puts. The CBOE Volatility Index (VIX) has seen 656,000 options trade, with 454,000 calls.
The iShares Russell 2000 Fund (IWM) has 367,000 contracts changing hands, 295,000 of which are puts. More than 265,000 S&P 500 Index (SPX) options have turned over, with 166,000 puts. Following are the iPath S&P 500 VIX Short-Term Futures Note (VXX) options at 223,000, with 123,000 calls.
The SPDR Financial Fund (XLF) has traded 134,000 options, with 116,000 puts. And the iShares Emerging Markets Fund (EEM) has 123,000 contracts moving, with a put/call ratio of 4 to 1. (See r