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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is relatively light at 5.2 million contracts so far today, with mixed sentiment in the top indexes and ETFs, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 615,000 options traded, with 361,00 puts. The SPDR Financial Fund has 234,000 contracts changing hands, dominated by 227,000 puts.

Following closely is the CBOE Volatility Index (:VIX) with volume of 210,000 as calls outpace puts by more than 2 to 1. Just behind is the iPath S&P 500 VIX Short-Term Futures Note (VXX) at 182,000 contracts, with 100,000 puts. (See related story )

The PowerShares QQQ Trust (QQQ) and the iShares Russell 2000 Fund (:IWM) each has 152,000 options traded, though the QQQ has 90,000 calls while the IWM has 100,000 puts.

The S&P 500 Index (:SPX) has seen 145,000 options turn over, with  a put/call ratio of better than 2 to 1. And the iShares Emerging Markets Fund (EEM) has 114,000 contracts, evenly split between calls and puts. 

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