Index, ETF option volumes near midday
Chris McKhann | [email protected]
The SPDR S&P 500 Fund (SPY) has 688,000 contracts traded, with 407,000 puts. The S&P 500 Index (SPX) options has seen 235,000 turn over, 150,000 of which are puts. The CBOE Volatility Index (VIX), which is derived from the SPX options, has 207,000 of its own contracts trading with 147,000 calls.
The iShares Russell 2000 Fund (IWM) has 177,000 contracts changing hands, with puts slightly outnumbering calls. The iPath S&P 500 VIX Short-Term Futures Note (VXX) has 124,000 options turning over, with 67,000 puts. And the PowerShares QQQ Trust (QQQ) has 110,000 options traded, with calls just outpacing puts.