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There isn't any built-in option in InDesign to extract one or more pages as a new InDesign (INDD) files, but using this script it's now possible!
You can select to extract each single page as a new file, or a range of pages (pages 3-5, for example), or a fixed amount of pages (1-3,4-6,7-9, etc.).
If you have any questions regarding this tool, contact me directly.