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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume remains strong at more than 7.2 million contracts so far today, led by the usual indexes and ETFs, according to optionMONSTER data systems.

Just shy of 1 million options have traded in the SPDR S&P 500 Fund (:SPY), with 560,000 puts. Next up is the CBOE Volatility Index (:VIX) at 686,000 options, led by 492,000 calls. The S&P 500 Index (:SPX) has seen 350,000 options turn over, with a put/call ratio of roughly 2 to 1.

The iShares Russell 2000 Fund (:IWM) has 263,000 contracts changing hands, also with a put/call ratio of 2 to 1. Following is the PowerShares QQQ Trust (QQQ) with 210,000 trading as puts slightly eclipse calls.

The iPath S&P 500 VIX Short-Term Futures Note (VXX) has 207,000 options traded, with puts outpacing calls by 3 to 1. The iShares Emerging Markets Fund (EEM) has volume of 147,000, including 80,000 calls. 

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