Midday index, ETF option volumes
Chris McKhann | [email protected]
The SPDR S&P 500 Fund (SPY) has 613,000 options traded, with 338,000 puts. The CBOE Volatility Index (VIX) has 263,000 contracts changing hands, led by 192,000 calls.
The S&P 500 Index (SPX) has seen 129,000 options turn over, with a put/call ratio of almost 2 to 1. The iShares Russell 2000 Fund (IWM) has volume of 124,000 contracts, with a similar put/call ratio. Just behind are the iShares Emerging Markets Fund (EEM) options at 123,000, dominated by 97,000 puts.
The PowerShares QQQ Trust (QQQ) has 113,000 options traded, with 70,000 puts. The SPDR Gold Shares Fund (GLD) has 91,000 contracts moving, with puts slightly outpacing calls.