The Russell 1000® Index measures the performance of the large-cap segment of the U.S. equity universe.
The CBOE Russell 2000 Volatility IndexSM (RVXSM) is a key measure of market expectations of near-term volatility conveyed by Russell 2000® stock index option prices. It measures the market's expectation of 30-day volatility implicit in the prices of near-term Russell 2000 options. Futures and options are available on the RVX Index.
In order to diversify portfolios, many investors explore the correlations of returns for different investments. The negative correlations of volatility indexes such as the RVX (versus other traditional investments) can be intriguing to investors.
Average daily volume on the Russell 2000 Index (RUT) at CBOE grew to 46,523 in 2014.
The CBOE Russell 2000 BuyWrite Index (BXR) is a benchmark index that measures the performance of a theoretical portfolio that sells Russell 2000 Index (RUT) call options against a portfolio of the stocks included in the Russell 2000 Index. The BXR Index often has had less volatility than the RUT Index.