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Tag Archives: CBOE Russell 2000 Volatility Index

Small Caps Coming Up Big: Russell’s Pat Fay on the One-Year Anniversary of the CBOE Russell 2000 Volatility Index Options,Video

Investors have been flocking to equities lately, but the interest in small caps is apparently outpacing that in large caps, measured by closing prices for the RVX compared to large cap implied volatility as measured by the VIX prices. The CBOE Russell 2000 Volatility Index (RVX) futures contract was launched on November 18, 2013. One year later, JLN caught up with Patrick Fay, director of listed derivatives for Russell Investments, at FIA Expo Chicago, to talk about the RVX index and small cap volatility. Small cap volatility has always tended to be higher than large cap volatility, but this gap…