34 min listen
This Week in Futures Options 87: Deep Dive into Russell 2000 Volatility
This Week in Futures Options 87: Deep Dive into Russell 2000 Volatility
ratings:
Length:
66 minutes
Released:
Jan 22, 2018
Format:
Podcast episode
Description
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?
Released:
Jan 22, 2018
Format:
Podcast episode
Titles in the series (100)
This Week in Futures Options 28: Oil Drop, Gold Rally and FX Volatility: This week your TWIFO hosts discuss: Crude Oil/WTI Gold Futures Options Feedback: Listener questions and comments Question from Bobby - I have noticed moved in the currencies lately. Is this increased volatility good for premium sellers in currency... by This Week in Futures Options