RUT Archives - Cboe Blogs

  • Market News | Trader Talk | Strategy | Trade Ideas | Feb 15, 2017, 7:40 PM

    Block Trade Analysis - Large RUT Bear Call Spread

    Block Trade Analysis - Large RUT Bear Call Spread

    As the Russell 2000 (RUT) continues to move into uncharted territory at least one trader believes 1500 is not achievable.  At least not through standard March (3/17) expiration.  Early today when RUT was around 1393 (much lower than today’s close) a pretty big trade came into the RUT post.  Specifically, they was a seller of 37,601 RUT Mar 1490 Calls at 1.42 who then purchased 37,601 RUT Mar 1510 Calls for 0.95.  The result is a net credit of 0.47 and a payoff at RUT AM[...]

  • Market News | VIX | Trader Talk | Trade Ideas | Feb 12, 2017, 12:20 PM

    Weekend Review of Russell 2000 Options and Volatility - 2/6 - 2/10

    Weekend Review of Russell 2000 Options and Volatility - 2/6 - 2/10

    Both the Russell 1000 (RUI) and Russell 2000 (RUT) were up about 0.80% for the week.  For the year, RUI still holds a performance lead of about 1.3%.  Just for fun and because it was a year ago this weekend that the US equity markets put in the 2016 lows I decided to see where things stood at that time.  As of February 11th of last year RUT was down 16.0% and RUI was down only 11.3%.  Man what a difference a year makes.  In the volatility space, the Russell 2000 Volatility[...]

  • Market News | VIX | Trader Talk | Trade Ideas | Feb 7, 2017, 1:14 PM

    Finding Volatility in the US Equity Markets

    Finding Volatility in the US Equity Markets

    VIX is low, we all know VIX is low.  I type that and feel I need to stop channeling Dr. Seuss.  However, there are some pockets of volatility in the US equity markets, we just need to know where to look.  Since CBOE quotes several volatility indexes that are based on the US markets I went searching for places where the market is still pricing in a little concern about the future.  Two areas that stood out –  tail risk and small cap risk.  Let’s start with[...]

  • Market News | VIX | Trader Talk | Strategy | Trade Ideas | Feb 6, 2017, 7:44 AM

    Weekend Review of Russell 2000 Options and Volatility - 1/30 - 2/3

    Weekend Review of Russell 2000 Options and Volatility - 1/30 - 2/3

    Small caps continue to close the gap on large cap stocks as the Russell 2000 (RUT) gained 0.52% last week while the Russell 1000 (RUI) was up by 0.18%.  On the volatility front the CBOE Russell 2000 Volatility Index (RVX) remains at the historical high end of value relative to VIX.  This can be attributed to VIX hovering around multiyear lows as much as RVX not following VIX to the lowest end of the range.   On Monday, as the first trading day of the week came to a close one trader[...]

  • Jan 29, 2017, 1:32 PM

    Weekend Review of Russell 2000 Options and Volatility - 1/23 - 1/27

    Weekend Review of Russell 2000 Options and Volatility - 1/23 - 1/27

    Small cap stocks rebounded with the Russell 2000 (RUT) gaining 1.4% last week which places RUT at up 1% for 2017.  Large caps, as represented by the Russell 1000 (RUI) were up just over 1% for the week which places RUI at up 2.59% for 2017.   The CBOE Russell 2000 Volatility Index (RVX) is hovering around very low levels.  However, when compared to VIX, things look a little different as the relative premium continues to loom around the highest levels seen in some time. [...]

  • Jan 22, 2017, 7:17 AM

    Weekend Review of Russell 2000 Options and Volatility - 1/17 - 1/20

    Weekend Review of Russell 2000 Options and Volatility - 1/17 - 1/20

    Large cap stocks ruled the week last week, at least in relative terms as the Russell 1000 (RUI) only gave up 0.18% while the Russell 2000 (RUT) was down 1.47%.  Without checking I’m pretty sure that’s the biggest large cap out performance since the election.  Small cap volatility remains elevated relative to large cap volatility as indicated by the CBOE Russell 2000 Volatility Index (RVX) levels relative to VIX.  I left 2016 on this chart because I don’t think the[...]