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Midday index, ETF option volumes

Chris McKhann (chris.mckhann@optionmonster.com)

Total option volume is strong at 7.2 million so far today, led by the typical indexes and ETFs, according to optionMONSTER data systems.

More than 1.2 million options have traded in the SPDR S&P 500 Fund (:SPY), with 703,000 puts. Next up is the PowerShares QQQ Trust (:QQQ) at 545,000 contracts, including 320,000 puts. The S&P 500 Index (:SPX) has seen 320,000 options turn over, with 190,000 puts.

The iShares Russell 2000 Fund (IWM) has 235,000 contracts changing hands, with a put/call ratio of almost 3 to 1. The iShares Emerging Markets Fund (EEM) has volume of 168,000 and a put/call ratio of more than 3 to 1.

The CBOE Volatility Index (:VIX) has 166,000 options traded as calls outpace puts by 2 to 1. And the iPath S&P 500 VIX Short-Term Futures Note (VXX) has 128,000, contracts moving with 69,000 puts.  

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