This Week in Futures Options 87: Deep Dive into Russell 2000 Volatility episode artwork

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?

Episode metadata supplied by the publisher feed · Published Jan 22, 2018

Embed this episode

NOW PLAYING

This Week in Futures Options 87: Deep Dive into Russell 2000 Volatility

0:00 1:06:12

No transcript for this episode yet

We transcribe on demand. Request one and we'll notify you when it's ready — usually under 10 minutes.

No similar episodes found.

No similar podcasts found.

Frequently Asked Questions

How long is this episode of This Week in Futures Options?

This episode is 1 hour and 6 minutes long.

When was this This Week in Futures Options episode published?

This episode was published on January 22, 2018.

Can I download this This Week in Futures Options episode?

Yes. Use the download control on the episode player to save the publisher-provided media file.
URL copied to clipboard!