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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume remains light with 4.8 million contracts changing hands so far today, with bearish sentiment in the major indexes and ETFs, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 728,000 options traded, with 430,000 puts. The S&P 500 Index (:SPX) has seen 149,000 contracts turn over, with 94,000 puts. Just behind are the iShares Russell 2000 Fund (:IWM) and the CBOE Volatility Index (:VIX) options, both with 146,000 options traded. The IWM has 88,000 puts changing hands, while the VIX has calls outpacing puts by 2 to 1.

The iPath S&P 500 VIX Short Term Futures Note (VXX) has 144,000 contracts trading, with 90,000 calls. The SPDR Gold Shares Fund (:GLD) has 117,000 options moving, led by 73,000 puts. Just behind is the iShares Emerging Markets Fund (EEM) with volume of 116,000 and calls eclipsing puts by 2 to 1. The PowerShares QQQ Trust (QQQ) just tips 100,000, with 56,000 puts.

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