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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is just about average at 5.6 million so far today, with foreign equities joining the top ranks of indexes and ETFs, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) takes its usual spot atop the list with 613,000 contracts, 335,000 of which are puts. Next up is the S&P 500 Index (:SPX) with 393,000 options as puts outpace calls by more than 2 to 1.

The CBOE Volatility Index (:VIX) has 356,00 options traded, with 203,000 calls. Just behind is the iShares Emerging Markets Fund (EEM) with 353,000 options and a put/call ratio of 9 to 1.

The iShares Russell 2000 Fund (:IWM) has 140,000 contracts traded, with a put/call ratio of 2 to 1. The iShares China Large-Cap Fund (FXI) has 133,000 options changing hands, with 85,000 calls. The PowerShares QQQ Trust (:QQQ) has volume of 125,000, evenly split between calls and puts.

The iPath S&P 500 VIX Short-Term Futures Note (:VXX) has seen 85,000 contracts turn over, with 58,000 puts. And the SPDR Gold Shares Fund (GLD) has 73,000 options traded, with 43,000 calls.

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