Tag Archives: RUT

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Weekend Review of Russell 2000 Options and Volatility – 1/9 – 1/13

It was a quiet week for the markets with a lack of economic data, the earnings calendar being light (that changes next week) and our president elect speaking to the press but not making statements to impact the equity markets too much.  The result was a 0.35% gain for the Russell 2000 (RUT) and a […]

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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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eVestment adds CBOE Strategy Benchmark Indexes

The following headlines appeared in the trade publications Pension & Investments…. “Hawaii assigns $1.6 billion total to 4 managers for options-based strategies” (March 21, 2016) “South Carolina allocates nearly $1.9 billion to equity options, infrastructure strategies” (April 21, 2016) The rationale for Hawaii and South Carolina’s interest in using options strategies to mitigate risk and […]