Midday index, ETF option volumes
Chris McKhann | email@example.com
The SPDR S&P 500 Fund (SPY) has 782,000 options traded, with 504,000 puts. Next up are the iShares Emerging Markets Fund (EEM) with 231,000, with a put to call ratio of almost 3 to 1.
The iShares Russell 2000 Fund (IWM) has 182,000 options turned over, also with a put to call ratio above 2 to 1. Following are the CBOE Volatility Index (VIX) options with 154,000, 123,000 of which are calls. The S&P 500 Index options are just behind and also see a put to call ratio of about 3 to 1.
The PowerShares QQQ Trust (QQQ) has 131,000 contracts changing hands, including 78,000 puts. The iPath S&P 500 VIX Short Term Futures Note (VXX) options trade 110,000, with slightly more calls than puts.