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Index, ETF option volumes near midday

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume tops 5.7 million contracts so far today, with relatively bearish sentiment in the major indexes and ETFs, optionMONSTER data systems show.

The SPDR S&P 500 Fund (:SPY) has 882,000 contracts traded, with 527,000 puts. Next up are the CBOE Volatility Index (:VIX) options at 665,000, dominated by 523,000 calls. The S&P 500 Index (:SPX) follows with volume of 395,000 and a put/call ratio of almost 3 by 1.

The iShares Russell 2000 Fund (IWM) has 138,000 contracts changing hands, with 107,000 puts. Following is the iPath S&P 500 VIX Short-Term Futures Note (VXX) with 125,000 options, evenly split between calls and puts.

The iShares Emerging Markets Fund (EEM) has seen 113,000 contracts turn over, with a put/call ratio of more than 3 to 1. The PowerShares QQQ Trust (:QQQ) has 110,000 options trading, with 70,000 puts. The SPDR Financial Fund (:XLF) has 78,000 contracts moving, with also with 70,000 puts.

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