For the month of May, average daily volume in IWM options was 296,971 contracts, more than double the average daily volume during April 2006, of 133,973 contracts. Through the end of May, year-to-date total volume for IWM options at CBOE was 14,693,588 contracts, an increase of 186% over the same period a year-ago.Open interest in IWM options stood at 5,922,072 contracts at the start of trading on Thursday. More information on options on the iShares Russell 2000 Index Fund is available at http://www.cboe.com/IWM.
CBOE lists options on eighteen Russell Indexes and funds, and announced on May 5 that it is now calculating the CBOE Russell 2000 Volatility Index (RVX) and the CBOE Russell 2000 BuyWrite Index (BXR), both of which are based on the Russell 2000 Index (RUT) options. More information, including historical data, can be found at http://www.cboe.com/RVX and http://www.cboe.com/BXR.
CBOE, the world's largest options marketplace and the creator of listed options, is regulated by the Securities and Exchange Commission (SEC). For additional information about the CBOE and its products, visit the CBOE website at: http://www.cboe.com/