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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is just 5 million contracts so far, with the index and ETFs making up the lion's shares of the action, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) takes its usual spot at the top of the action, having 571,000 options traded, with 348,000 puts. Next up are the iShares Russell 2000 Fund (:IWM) options at 240,000, with a put/call ratio of 3 to 1. The iPath S&P 500 VIX Short-Term Futures Note (VXX) has 194,000 contracts changing hands, with puts outpacing calls by 2 to 1. (See related story on the VXX)

The PowerShares QQQ Trust (QQQ) options are next at 136,000, with calls slightly outnumbering puts. The S&P 500 Index (:SPX) has seen 124,000 options turn over, led by 90,000 puts.

Close behind are the CBOE Volatility Index (:VIX) options at 118,000, with slightly more puts than calls. The iShares Real Estate Fund (IYR) has 91,000 options traded, dominated by 87,000 puts.

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