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This Week in Futures Options

Gold, crude oil, corn, soybeans and more - with so many tradeable products the futures options market is an intimidating place. How can you possibly keep track of the latest trading activity across so many different products? Don’t worry - we’ve got you covered. Welcome to This Week in Futures Options - the program designed to help active futures options traders stay on top of this ever-changing marketplace. Each week we’ll break down the top trades, hot products, volatility explosions and much more. Whether you’re an experienced veteran or a newcomer looking to separate the wheat from the lean hogs, This Week in Futures Options has the information you can’t find anywhere else.

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  2. This Week in Futures Options 87: Deep Dive into Russell 2000 Volatility

This Week in Futures Options 87: Deep Dive into Russell 2000 Volatility

Jan 22, 2018

Today we feature Sean Smith, Managing Director of Derivatives Licensing & Exchange Data at FTSE Russell.

Topics this week include:

  • Looking back at the Russell 2000 in 2017
    • RUT up nearly 12%
    • Interesting trends and developments
    • Russell options breakdown from this week
    • Bonus: RVX
  • Crude Oil
  • Ags
  • Metals

Futures Options Feedback: Options question of the week

Bitcoin futures are currently trading around $11,500. If #Options existed, how would you trade them? Assuming one-month to expiration would you...?

  • Buy 5% OTM Call
  • Buy 5% OTM Put
  • Sell 5% OTM Covered Call
  • Just Short the Future

Listener questions and comments

  • Question from Alfred: Why aren't CME Bitcoin futures listed on the COT reports?
  • Question from Camper: Do you notice any interesting patterns in corn volatility skew ahead of crop planting or harvesting?
  • Question from Daley: Can I use QuikStrike to compare and contrast skew charts for the indices to try to find trading opportunities between SPX/DOW, SPX/RUT and all? Thx.
  • Question from Lromero: Do all indices have the same issue with OTM puts being so outrageously expensive? Where can I go for cheap protection?
  • Question from Kondit: what is shortest duration option contract available on Globex?