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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume has reached 5.5 million contracts so far today, dominated by the top indexes and ETFs, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 580,000 options traded, with the very unusual circumstance of calls outnumbering puts by 2 to 1. Next up are the S&P 500 Index (:SPX) options at 483,000, with puts outpacing calls better than 2 to 1. Following is the CBOE Volatility Index (:VIX) with 360,000 contracts, led by 263,000 calls.

The iShares Russell 2000 Fund (IWM) has 281,000 options traded, with a put/call ratio of 2 to 1. The PowerShares QQQ Trust (:QQQ) follows with volume of 258,000 as calls slightly outpace puts.

The iPath S&P 500 VIX Short-Term Futures Note (VXX) has 218,000 contracts changing hands, with 140,000 calls. The iShares Emerging Markets Fund (EEM) has seen 170,00 options turn over, dominated by 144,000 puts.

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