Volumes And Put/Call Ratio Up

What I have below are the average levels in these three indicies versus today’s move. The most interesting was indeed the IWM put activity, as it’s seeing the most interested buyers of protection.

IWM avg put volume in October 515,000 and ratio of puts to calls 2.2:1         today 3:1 and 200,000 puts
QQQ  avg put volume in October 515,000 and ratio of puts to calls 1.76:1     today 2.3:1 and 200,000 puts
SPY avg put volume in October 1,500,000 and ratio of puts to calls 1.6:1      today 1.9:1 and 850,000 puts

 

VIX is $12.7 up $1.08 went slightly into backwardation (spot higher than futures) but has backed off now basically on par with futures out to Dec 27th expiration.