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Index, ETF option volumes near midday

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is relatively light at 4.8 million contracts so far, with puts topping the activity in most of the indexes and ETFs, according to optionMONSTER's data systems.

The SPDR S&P 500 Fund (SPY) has 835,000 options traded, with a put/call ratio of 2 to 1. Next up are the S&P 500 Index (:SPX) options at 256,000, led by 145,000 puts.

The iShares China 25 Index (FXI) has 159,000 contracts changing hands, dominated by 148,000 calls. The iShares Russell 2000 Fund (IWM) has 133,000 moving, with 80,000 puts. The PowerShares QQQ Trust (QQQ) has seen 111,000 contracts turn over, with 71,000 puts.

The CBOE Volatility Index (:VIX) lags with just 83,000 options traded, 48,000 of which are calls. Just behind are the iPath S&P 500 VIX Short-Term Futures ETN (VXX) options at 79,000, with puts outpacing calls by more than 4 to 1.

The SPDR Gold Shares Fund (GLD) has 61,000 options traded, led by 49,000 calls.

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