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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Option volume has picked up with 5.8 million contracts so far today, with activity spread throughout the major indexes and ETFs, optionMONSTER data systems show.

The SPDR S&P 500 Fund has only 546,000 options traded, with 330,000 puts. The S&P 500 Index (:SPX) options have turned over 245,000 times, with puts slightly outnumbering calls. Not far behind are the options of the CBOE Volatility Index (:VIX) at 234,000, dominated by 204,000 calls.

The iShares Russell 2000 Fund (IWM) has 195,000 contracts changing hands, with a put/call ratio of 3 to 1. Next up is the PowerShares QQQ Trust (:QQQ) at 144,000, with puts slightly outpacing calls.

The iShares Emerging Markets Fund (EEM) has seen 92,000 options trade, led by 65,000 puts. The iPath S&P 500 VIX Short-Term Futures Note (VXX) has 81,000 options moving, with calls outpacing puts by more than 2 to 1.

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