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iShares Russell 2000 Index Fund Options (IWM) Set New Volume Record At CBOE

The Chicago Board Options Exchange (CBOE) announced that, for the second day in a row, volume in options on the iShares Russell 2000 Index Fund (IWM) set a new record, with 636,006 contracts (130,367 calls and 505,639 puts) trading at

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The Chicago Board Options Exchange (CBOE) announced that, for the second day in a row, volume in options on the iShares Russell 2000 Index Fund (IWM) set a new record, with 636,006 contracts (130,367 calls and 505,639 puts) trading at CBOE.

This beats the new record set on Thursday, May 11, when 335,196 IWM contracts traded at CBOE, topping the previous record of 320,834 contracts, set on October 12, 2005.

For the month of April, average daily volume in IWM options was 133,973 contracts, 98% above April 2005 levels.

CBOE lists options on eighteen Russell Indexes and funds, and announced last week that it is now calculating the CBOE Russell 2000 Volatility Index (RVX) based on the Russell 2000 Index (RUT) options. The RVX closed at 21.08 today, up 2.03 from yesterdays close, and at its highest level since February 13, 2006.

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