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Tech-led selloff drives record volume in NDX options

Published 07/25/2024, 03:40 PM
Updated 07/25/2024, 03:46 PM
© Reuters. A screen displays the logo of Lineage, the world’s largest global temperature-controlled warehouse as it holds an initial public offering (IPO) at the Nasdaq MarketSite, at Times Square in New York City, U.S., on July 25, 2024.  REUTERS/Eduardo Munoz
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By Saqib Iqbal Ahmed

NEW YORK (Reuters) - The selloff in U.S. stocks is driving record trading options on the Nasdaq 100 Index as the tech-heavy gauge is battered by turbulence in giant tech stocks.

The index - in which about 70% of the companies represented are tech - has slipped 7% from its July 10 record high in a tumble that has rattled the megacap names which have powered markets higher this year. By comparison, the S&P 500 is off 4% from its record, also set earlier this month.

Options trading on the index has grown as stocks have fallen, driven partly by investors seeking to hedge exposure to technology stocks. The NDX's one-month average daily options trading volume has risen to 62,000 contracts a day, the highest ever, according to a Reuters analysis of Trade Alert data. While that is nowhere close to the 3.9 million contracts traded on average daily on the Invesco QQQ ETF - an ETF that tracks the Nasdaq 100 index - NDX options volume has leaped to a record high even as QQQ options volume remains shy of the high hit during the market selloff in October last year.

© Reuters. A screen displays the logo of Lineage, the world’s largest global temperature-controlled warehouse as it holds an initial public offering (IPO) at the Nasdaq MarketSite, at Times Square in New York City, U.S., on July 25, 2024.  REUTERS/Eduardo Munoz

The popularity of NDX options has tended to suffer because they are comparatively more expensive than derivatives on other indexes. With the index value at roughly four times the S&P 500, options on the NDX require a far larger outlay to trade, compared with QQQ contracts.

Still, tech stocks being at the center of the recent market ructions has boosted the attractiveness of the contracts. "It's becoming increasingly clear that the top stocks in NDX are the ones driving the S&P 500," said Steve Sosnick, chief strategist at Interactive Brokers (NASDAQ:IBKR).

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