Tag Archives: IWM

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Block Trade Analysis IWM Bull Put Spread

While playing email catch up today I came across an interesting question.  Someone noticed that as the market was nearing the close this past Friday (12/16) someone came in and put on a sizable trade using options on the iShares Russell 2000 Index ETF (IWM).  With IWM at 135.90 there was a seller of 11,800 […]






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The Week for Russell 2000 Trading – 5/4 – 5/8

Small cap stocks played a little catch up last week with the Russell 2000 rising 0.55% while the Russell 1000 gained 0.35%.   Like all broad based market indexes in the US last, the positive performance came from the market’s reaction to Friday’s employment report. Large cap stocks actually ruled the day on Friday with the […]






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Russell 2000 Weekly Recap – 4/20 – 4/24

Small cap stocks were lower on Friday and the Russell 2000 didn’t get much love as the Nasdaq-100 and S&P 500 put up all-time highs last week. Despite RUT lagging a little there were a couple of Friday trades that at minimum expect the Russell 2000 to stay around current levels over the next few […]






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CBOE Mid-Day Update 10.9.14

Volatility as an asset class Volatility has increased as stocks have hit session lows Russell 2000 (IWM) October call implied volatility is at 23. www.cboe.com/IWM S&P 100 (OEX) October call implied volatility is at 15.  www.cboe.com/OEX S&P 500 Index Options (SPX) October call implied volatility is at 12. www.cboe.com/SPX Russell 2000 Index Options (RUT) October […]






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Russell Index Reconstitution is Friday

June is the month when the good people over at Russell Investments undergo what is referred to as the Russell Reconstitution. This means on the last Friday in June all the Russell Indexes (yes there many more than just the Russell 2000) are rebalance and the membership changes around. To keep you from looking at […]






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June is Russell Reconstitution Time

For many people June means getting out of school for summer break, warmer weather, and vacations. For me it means Russell Reconstitution time. For those of you unfamiliar with the Russell Reconstitution process I’ll explain a little more – Every year on the last day of June the components for all the Russell Indexes are […]






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Blogging Options: CBOE Mid-Day Update 7.8.13

Volatility as an asset class Priceline.com (PCLN, $881.80) recently traded at fresh record high of $882.25 on Morgan Stanley upgrading the company to Overweight from Equal Weight with a new price target of $1010. The firm raised estimates above consensus following its survey of European hotels that indicates an improved competitive position, growing inventory at […]






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Russell Indexes Completes Rebalancing

Friday afternoon there was a little extra trading toward the end of the day associated with the rebalancing.  This trading was planned in advance and occurs on the last trading day of June as part of the annual rebalancing of the Russell Indexes.  There appears to have been no extra volatility around the close on […]