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Index, ETF option volumes near midday

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is very light again at just 4.1 million contracts so far today, with the top indexes and ETFs dominating the action on optionMONSTER's data systems.

The SPDR S&P 500 Fund (:SPY) makes up almost a quarter of the action with 895,000 contracts changing hands, 552,000 of which are puts. The iShares Russell 2000 Fund (IWM) options are next with 120,000 and a put/call ratio of 4 to 1.

Not far behind are the iPath S&P 500 VIX Short-Term Futures Note (VXX) options at 120,000, with 67,000 puts. The CBOE Volatility Index (:VIX) follows at 100,000, with 61,000 calls.

The S&P 500 Index (:SPX) options have traded only 85,000 contracts, with 48,000 puts. Just behind are the PowerShares QQQ Trust (QQQ) at 81,000, and puts outpacing calls by 2 to 1.

The iShares Emerging Markets Fund (:EEM) has 61,000 contracts turning over, with 34,000 puts. The SPDR Gold Shares Fund (:GLD) and the iShares Silver Fund (:SLV) each has 54,000 options traded,  the GLD with 31,000 puts and the SLV with the same number of calls. 

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