Here are the weekly index options with short interest greater than 20%:
1. FAS
2. FAZ
3. IWM
4. SPY
5. TLT
6. USO
7. XLB
8. XLE
The following are weekly index options with short interest greater than 15% but less than 20%:
1. SSO
2. TZA
3. XLF
4. XME
5. UNG
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