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Index, ETF option volumes near midday

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is 5.7 million contracts so far today, with bearish sentiment in major indexes and ETFs, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 828,000 options traded, with a put/call ratio of about 2 to 1. Next up is the iShares Emerging Markets Fund (EEM) with 175,000 options and a put/call ratio of more than 2 to 1.

The iShares Russell 2000 Fund (:IWM) has 156,000 options turning over, dominated by 120,000 puts. Just behind are the CBOE Volatility Index (:VIX) options at 157,000, led by 116,000 calls. The S&P 500 Index (:SPX) has 148,000 contracts changing hands, with 90,000 puts.

The iPath S&P 500 VIX Short-Term Futures Note (VXX) has seen 113,000 contracts change hands, evenly split between calls and puts. The PowerShares QQQ Trust (QQQ) has 84,000 options traded, with slightly more calls than puts.

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