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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is a bit light with just shy of 5 million contracts traded so far today, but the index and ETF options are not dominating the action as they usually do, optionMONSTER data systems show.

The SPDR S&P 500 Fund (:SPY) has only 467,000 options traded, with 284,000 puts. The iShares Russell 2000 Fund (IWM) has 155,000 contracts traded, putting it fifth on the total volume list, though it does have a put/call ratio of almost 3 to 1.

The CBOE Volatility index (:VIX) has seen 150,000 options turn over, 109,000 of which are calls. Next up are the iPath S&P 500 VIX Short-Term Futures Note (:VXX) options at 140,000, with 85,000 calls.

The S&P 500 Index (:SPX) options have traded 126,000 times, with 78,000 puts. Following are the PowerShares QQQ Trust (QQQ) options with 120,000, with 70,000 puts. The iShares Emerging Markets Fund (EEM) is the only other to break 100,000, coming in at 117,000 and dominated by 92,000 calls.

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