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?