I was looking around for commentary on volatility indexes last night and came across something interesting from the good people at Russell Indexes. They noted the Russell 2000 (RUT) is hitting all-time highs while the CBOE Russell 2000 Volatility Index (RVX) is on the opposite side of its historical range, much closer to the lows. I also like that they call the RVX the “US small cap fear gauge”. The full note can be found at –
Also, keep in mind that RVX Futures and Options trading will be rolled out over the next few weeks. All the information that you need along with historical RVX data can be found at www.cboe.com/rvx.