Have Any Of You Traded Russell 2000 Volatility?

Discussion in 'Options' started by tommo, Jan 20, 2022.

  1. newwurldmn

    newwurldmn

    You can’t trade the russel vix but you can trade Russell vol by trading the options in RUT as you stated in your OP.
     
    #11     Jan 21, 2022
  2. LilyGrace

    LilyGrace

    The Cboe Russell 2000 Volatility IndexSM (RVX) is a VIX-style estimate of the expected 30-day volatility of Russell 2000 Index returns. ... RVX is obtained by annualizing the interpolated value, taking its square root and expressing the result in percentage points.
    https://www.cboe.com/us/indices/dashboard/rvx/

    I plugged the symbol into ThinkorSwim and got a "No tradeable options" message.
     
    #12     Jan 21, 2022
  3. tommo

    tommo

    yup that’s the issue. It’s just an index. Not tradeable, like the VIX used to be but now that has options and futures. So my question was what would be the most efficient options strategy to mimic the RVX. Probably short atm straddle. But would need to delta hedge and all gets pretty complicated.
     
    #13     Jan 21, 2022
  4. qwerty11

    qwerty11

    There were futures on RVX but they were discontinued a few years ago...
     
    #14     Jan 21, 2022
  5. IWM or RUT
     
    #15     Jan 22, 2022