EPISODE · Jan 22, 2018 · 1H 6M
This Week in Futures Options 87: Deep Dive into Russell 2000 Volatility
from This Week in Futures Options
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?
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This Week in Futures Options 87: Deep Dive into Russell 2000 Volatility
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