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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is strong again today at 6.7 million contracts so far, and again the sentiment appears bearish in major indexes and ETFs, according to optionMONSTER data systems.

Just over 900,000 options have moved in the SPDR S&P 500 Fund (:SPY), with a put/call ratio of 2 to 1. Next up is the iShares Russell 2000 Fund (:IWM) with 290,000 contracts and a put/call ratio of almost 3 to 1.

The PowerShares QQQ Trust (:QQQ) has 247,000 contracts changing hands, with 148,000 puts. Just behind are the S&P 500 Index (:SPX) options at 232,000, with puts outpacing calls 2 to 1.

The CBOE Volatility Index (:VIX) has 134,000 contracts traded, led by 99,000 calls. The iShares Emerging Markets Fund (EEM) has 119,000 contracts turning over, with 69,000 puts. And the iShares U.S. Real Estate Fund (IYR) has 76,000 options traded, dominated by 62,000 puts.

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