Investors eye Russell vol as options volumes spike

By Rob McGlinchey
29 May 2014

Hedge funds and institutional investors are increasingly considering taking positions in futures and options on the Chicago Board Options Exchange Russell 2000 Volatility Index (RVX) as a way of managing their small-call stock exposure.

The spike in interest follows record single day contract volumes in RVX options in recent weeks on the back of significant volume in Russell 2000 options as investors position for increased volatility in small cap stocks. According to CBOE, average daily volume for Russell 2000 (RUT) ...

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