Get your SCUBA gear ready: we’re taking a?Deep Dive into Russell 2000 Volatility?
Listen to This Week in Futures Options 87: Deep Dive into Russell 2000 Volatility
Today we feature Sean Smith, Managing Director of Derivatives Licensing & Exchange Data at FTSE Russell.
Topics this week include:
- Looking back at the Russell 2000 in 2017
- RUT up nearly 12%
- Interesting trends and developments
- Russell options breakdown from this week
- Bonus: RVX
- Crude Oil
- Ags
- Metals
Futures Options Feedback: Options question of the week
Bitcoin futures are currently trading around $11,500. If #Options existed, how would you trade them? Assuming one-month to expiration would you…?
- Buy 5% OTM Call
- Buy 5% OTM Put
- Sell 5% OTM Covered Call
- Just Short the Future
Listener questions and comments
- Question from Alfred: Why aren’t CME Bitcoin futures listed on the COT reports?
- Question from Camper: Do you notice any interesting patterns in corn volatility skew ahead of crop planting or harvesting?
- Question from Daley: Can I use QuikStrike to compare and contrast skew charts for the indices to try to find trading opportunities between SPX/DOW, SPX/RUT and all? Thx.
- Question from Lromero: Do all indices have the same issue with OTM puts being so outrageously expensive? Where can I go for cheap protection?
- Question from Kondit: what is shortest duration option contract available on Globex?