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Index, ETF option volumes near midday

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is light at just 4.6 million contracts so far today, with mixed action in the major indexes and ETFs, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has just 541,000 options traded, led by 306,000 puts. Next up are the iShares Russell 2000 Fund (IWM) contracts at 260,000, with a put/call ratio of 4 to 1.
The CBOE Volatility Index (:VIX) has 222,000 options turning over, with calls outpacing puts by more than 3 to 1. The PowerShares QQQ Trust (QQQ) has volume of 126,000, with 77,000 puts. Following are the S&P 500 Index (:SPX) options at 118,000, with a put/call ratio of 3 to 1.

The iPath S&P 500 VIX Short-Term Futures Note (:VXX) has 70,000 contracts changing hands, with 41,000 puts. And the SPDR Gold Shares Fund (GLD) has 63,000 options traded, evenly split between calls and puts.

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