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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is light at 4.9 million contracts traded so far, with bearish sentiment in the biggest indexes and ETFs, according to optionMONSTER data systems.

The SPDR S&P 500 Fund (:SPY) has 531,000 options changing hands, with a put/call ratio of 2 to 1. Next up is the CBOE Volatility Index (:VIX) at 281,000 options, led by 202,000 calls. The S&P 500 Index (:SPX) has 180,000 contracts moving as puts outpace calls by 3 to 1.
The iShares Russell 2000 Fund (IWM) has seen 150,000 options turn over, with a put/call ratio of 5 to 1. The iPath S&P 500 VIX Short Term Futures Note (VXX) has 112,000 contracts traded, with 78,000 puts. Following is the PowerShares QQQ Trust (QQQ) at 98,000 options, with puts outnumbering calls by 2 to 1.

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