OptionsHouse

Options Trading News

December 24, 2013  Tue 10:05 AM CT

IWM: SEE CHART GET CHAIN FIND STRATEGIES
Total option volume is about 3.6 million contracts so far today, predictably light on Christmas Eve, with the typical indexes and ETFs leading the way, optionMONSTER data systems show.

The SPDR S&P 500 Fund (SPY) tops the list as usual at 392,000 contracts, with 206,000 puts. Next up is the CBOE Volatility Index (VIX) at 268,000, led by 229,000 calls. Following are the iShares Russell 2000 Fund (IWM) options at 158,000, with a put/call ratio of about 2 to 1.

The S&P 500 Index (SPX) has 120,000 contracts changing hands, also with a put/call ratio of 2 to 1. The iPath S&P 500 VIX Short-Term Futures Note (VXX) has 87,000 options traded, with 55,000 puts. The PowerShares QQQ Trust (QQQ) has volume of 49,000, evenly split between calls and puts. 
Share this article with your friends


OptionsHouse

TRADING WEEKLY OPTIONS

The fastest money in the market
View full report »

Premium Services

Webinar Recording

Turbo Charge Your Trading Profits

Education & Strategy

The Strike-Based Greeks

The other Greeks (Gamma, Vega, and Theta) are calculated by using month and strike data, and not by individual option. These are called strike-based Greeks. Gamma, Theta, and Vega are all strike-based Greeks

View more education articles »